Do all filters have that 3 level system?

Yes - that Trump/Musk form is just a shortcut to setting up your own filter - the options on that form equate to 'hide completely', 'make semi-transparent' (so you can see the post, but it's faded out), or "don't set up a filter"

Also, do you know of an alternative front-end for Piefed?

There's the one I made (the one linked to by OpenStars), but I think the more promising development is that the Interstellar dev has made some progress supporting PieFed too (Interstellar is already the only app that supports both MBIN and Lemmy, and I like the idea of one app for 3 different platforms).