Changing filter heading/name

It depends upon what code is used to generate the titles. Nearly all front end content that’s not created by a site’s owners and authors is generated by your theme. Forum members here cannot access the source code of commercial themes, so there’s nothing specific about this that we can help you with.

You could try searching your theme’s source code for the title you want to alter. Download the theme files to your local computer and use a recursive full text search utility such as grep or findstr to do the searching.

It’s normally not a good idea to alter theme files, but if your theme is not subject to periodic updates it’s an option that’s available to you. Be sure you’re reasonably comfortable uploading and downloading server files via FTP or your host’s file manager. If you should accidentally introduce a syntax error after making a change, it could cause WP to not function at all. Keep the original unaltered file somewhere safe so you can easily revert any unfortunate changes.

Even if you’re not familiar with PHP coding syntax, as long as you only change text that’s demarcated by quotes (such as 'Filter by'), you should avoid introducing grievous errors. OTOH, if the code you need to change is HTML and not PHP, any erroneous code should not crash WP. The related page might not look right, but WP will still function.