Like you, I want to have one and only one mail filter set. This can be done, at least on Linux.
Go to the directory, /home/[username]/.thunderbird/[random].default/
sudo find / -iname "msgFilterRules.dat"
will show you all the filters as described by others. Pick whichever one you want to be the main one. I chose ./Mail/Local Folders/msgFilterRules.dat, which is the rule in the Local Folders directory that I don't otherwise use. Copy the one you want every account to use into this directory.
Go to each mail directory and enter the command:
ln -bsv ../../Mail/Local\ Folders/msgFilterRules.dat msgFilterRules.dat
This will backup the previous filter file, and create a soft link to the file in ./Mail/Local Folders. [Obviously you'll have to alter this if you want a different filter file to be your primary.]
In effect, every mail account will follow the softlink and load the same ruleset.
What I haven't checked yet is what happens if you choose to edit your filters in Thunderbird. Presumably the link would be wiped out. But as long as you have a copy of the final version of your filters, you can restore them easily enough.