@Anonymous
When using related entities in CDS, you can filter by referencing the unique identifier (GUID) that CDS creates for each row. On the many side (Test Sales) there will be a reference to the parent entity (Test Company).
Look at your entity fields and look for the field with the data type of Unique Identifier,. In your example, you likely have a filed called Test Company, that is of type Unique Identifier, named crdf5_testcompanyid. This is referenceable in the filter on Test Sales based on the relationship you created.
Using the display name for the fields your filter would look like ...
Filter('Test Sales', 'Test Company'.'Test Company' = Gallery1.Selected.'Test Company')
Using the field name your filter would look like ...
Filter('Test Sales', 'Test Company'.crdf5_testcompanyid = Gallery1.Selected.crdf5_testcompanyid)
Hope this helps!