Filter depending on another filter

The problem you are facing is that Filter 1 propagates to clients and the invoices but stops there. It is not filtering activity because the there is no filter direction from Invoice to Activity. Are companies directly related to activities? If so, then you need to remodel the data. If not, then it is going to be difficult helping you without understanding the reports you need to develop. I can suggest a solution but it might ruin other reports for you. You need to be aware of the impact of this change before doing it. One solution is to change the filter direction of the relationship between Invoice and Activity to "Both". But again, as I told you, this might ruin other reports for you. 

Another solution you might consider is to include the field of the Activity table you are using as a filter in the "Invoice" table through a Related() or Lookup() function. Then you can use the field from the Invoice activity for Filter2.