Thanks for the response. I think maybe I need to clarify what I'm asking. This is the UI. The first row input controls are to get criteria from User. They may select values for none, some, or all of them. The Data Table below would return the (AND) matches

So at first I thought, maybe a big IF statement to see which values are present to use with Filter. But with 6 items, the permutations made for a nasty IF statement.
The beginnings looked like:
If(
Len(TextInvoiceNumberSearch) > 0,
If(
CountRows(ComboInvoiceStatus.SelectedItems ) > 0 && CountRows(ComboGL.SelectedItems) > 0 && CountRows(ComboAudit.SelectedItems) > 0 && CountRows(ComboSCAC.SelectedItems) > 0,
Filter('POWER_APP.FREIGHT_FILE_INVOICE_SHIPMENT',
TextInvoiceNumberSearch.Text in INVOICE_NUMBER &&
First(ComboGL.SelectedItems).GL_STATUS in GL_STATUS &&
First(ComboAudit.SelectedItems).AUDIT_STATUS in AUDIT_STATUS &&
First(ComboInvoiceStatus.SelectedItems).INVOICE_STATUS in INVOICE_STATUS &&
First(ComboSCAC.SelectedItems).SCAC in SCAC),
CountRows(ComboInvoiceStatus.SelectedItems ) > 0 && CountRows(ComboGL.SelectedItems) > 0 && CountRows(ComboAudit.SelectedItems) > 0 && CountRows(ComboSCAC.SelectedItems) = 0,
Filter('POWER_APP.FREIGHT_FILE_INVOICE_SHIPMENT',
TextInvoiceNumberSearch.Text in INVOICE_NUMBER &&
First(ComboGL.SelectedItems).GL_STATUS in GL_STATUS &&
First(ComboAudit.SelectedItems).AUDIT_STATUS in AUDIT_STATUS &&
First(ComboInvoiceStatus.SelectedItems).INVOICE_STATUS in INVOICE_STATUS),
CountRows(ComboInvoiceStatus.SelectedItems ) > 0 && CountRows(ComboGL.SelectedItems) > 0 && CountRows(ComboAudit.SelectedItems) = 0
So then I thought of :
If (Len(TextInvoiceNumberSearch.Text) > 0, FilterTextForInvoiceTable = "TextInvoiceNumberSearch.Text in INVOICE_NUMBER && ");
If (CountRows(ComboInvoiceStatus.SelectedItems ) > 0, FilterTextForInvoiceTable = FilterTextForInvoiceTable + " First(ComboInvoiceStatus.SelectedItems).INVOICE_STATUS in INVOICE_STATUS && ");
If (CountRows(ComboGL.SelectedItems ) > 0, FilterTextForInvoiceTable = FilterTextForInvoiceTable + " First(ComboGL.SelectedItems).GL_STATUS in GL_STATUS && ");
If (CountRows(ComboAudit.SelectedItems ) > 0, FilterTextForInvoiceTable = FilterTextForInvoiceTable + " First(ComboAudit.SelectedItems).AUDIT_STATUS in AUDIT_STATUS && ");
If (CountRows(ComboSCAC.SelectedItems ) > 0, FilterTextForInvoiceTable = FilterTextForInvoiceTable + " First(ComboSCAC.SelectedItems).SCAC in SCAC && ");
FilterTextForInvoiceTable = Left(FilterTextForInvoiceTable, Len(FilterTextForInvoiceTable - 4));
Filter('POWER_APP.FREIGHT_FILE_INVOICE_SHIPMENT', FilterTextForInvoiceTable)
Then there was something I found on-line that created a Collection and would iterate through the combo boxes that had values, and use Filter to add to the Collection but that wasn't working either because the "sub filters" would only search a non-delegable output of the SQL Table, which is way too much for 2,000 rows.