I just had to change the formula in the gallery item property and it works fine now.
I manage to modify the formula to this:
If(varSelection="All",Sort(Filter('Enfrasys Claims',Month(ClaimDate)=Month(Now()),CreatedBy.DisplayName=User().FullName),Description),Sort(Filter(Filter(Filter('Enfrasys Claims',Month(ClaimDate)=Month(Now())),CreatedBy.DisplayName=User().FullName),ClaimType.Value=varSelection),Description))
Finally the filtering works. Thank you for the assist.