On a wave> Maintain Shipments - the system naturally filters to the site/warehouse that is set on the wave template.
You are also allowed to create and apply Wave Filters. However when you apply a wave filter, the wave template pre-filter (of site/warehouse) get's removed.

I would like to suggest that we allow for the combination of wave filter AND wave template when maintaining shipments.

My customer has 7 DC's, 10 picking departments in each. We are using wave filters to manually select the orders that need to go in that department. But due to the wiping out the "warehouse" filter we get from the wave template - we need to create that wave filter for all DC's.