My name is Juan and I am UX Designer at Pencil & Paper Labs. Every week our team of designers chooses a new UX problem to solve live during our "Dev problem of the week" series. This week we voted to try to solve your question.
We thought we would share the video with you and hopefully you can find our antics useful in anyway. We had to make some assumptions and we tried different solutions. At the very least we hope you find our video entertaining.
We would love to have you in our future sessions to help you solve a UX problem together.
During our session we discussed a potential use case. We start we three widgets, one of them (the one in the middle) which would NOT be affected by the global filter.
Once the global filter has been enabled any widgets that could be affected by the filter are immediately changed to use the global filter. We clearly inform the users that the global filter is active AND that individual widget filters are disabled until the global filter is cleared. Also note that the widget in middle was not affected by the global filter since its individual filter does not apply.
If the user decides to remove the global filter all of the individual widget filters will be enabled BUT they will maintain the last used global filter. Essentially we are thinking that the global filter will be a nice way to do a batch operation on the different widgets.
Hope this helps!