I’m afraid, the components that you add dynamically to the filter don’t support such configuration.
You may add any components that you need for filtering outside the Filter component - it will be a kind of predefined filter. You may create a regular hbox, put your components there and then link the components with the data loader as described in the DataLoadCoordinator documentation.
Instead of regular UI components you may put components into you custom filtering container. propertyFilter component allows you to define a UI component that will be used for values inside it, e.g.
<propertyFilter property="project" operation="EQUAL" dataLoader="tasksDl">
<entityComboBox metaClass="tm_Project" optionsContainer="projectsDc"/>