Forming relationships with different data

If Power BI is forcing it to many-to-many then that means you don't aren't connecting two fields that are unique in one of the tables. Can you post a screenshot of your model, and a bit more details on what you mean when you say you filter on two columns and it won't let you? Filtering on 2+ columns shouldn't be an issue.

Many to many is supported but it should not create two patch for the same set of table.

In case you have dates. It is always preferred to use date calendar.

You can also create a month calendar

MonthTable = 
    var FullCalendar = ADDCOLUMNS(CALENDAR("2016/1/1","2017/12/31"),"Month Number",MONTH([Date]),"Year",YEAR([Date]),"Year-Month",LEFT(FORMAT([Date],"yyyyMMdd"),6),"Month Name",FORMAT(MONTH([Date]),"MMM"),"Year-MonthName",YEAR([Date]) & " " & FORMAT(MONTH([Date]),"MMM"))
    return 
    SUMMARIZE(FullCalendar,[Month Number],[Year],[Year-Month],[Year-MonthName])

To get the best of the time intelligence function. Make sure you have a date calendar and it has been marked as the date in model view. Also, join it with the date column of your fact/s.

Refer
https://radacad.com/creating-calendar-table-in-power-bi-using-dax-functions
https://www.archerpoint.com/blog/Posts/creating-date-table-power-bi

https://www.sqlbi.com/articles/creating-a-simple-date-table-in-dax/

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