How would you approach this scenario?

The basic steps would be:

1. Split the column by "," delimiter.
2. Unpivot all the new columns.
3. Remove nulls as desired.
4. Split those new columns into their components.
5. Load this table into your report and do the concatenation aggregation on the component columns using measures.

You should be able to create filters on these component columns now.

Here's an example query based on a small subset of your data that you can paste into your query editor:

let
 Source = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("fVFdT8MgFP0rhCdNqrlA14/HZUbdQ93M+rbuobZkJSIkDGr89942btGlNYRLyLkczj1nv6ebpx1ZmzacvFPyRCO6fHfW4Ll5xvK4u2MZLDgH4DdFLjgnFV11tTvKit5G5AcHBlxc8K2TvTS+9qqXpKiV8b96Y6Ri+TwX5wxAzOEpZLjjeB5PB47Z9wnjgDibwOkhQjec65W2Bi1p7gcTxruWf/0QPAGBfyxYMjnDFf6PHyn2MfRkgmvU8xpqrfwXKa3VpAqYQkIe1CCnkHV7lrZdYhn7SxuarrWfhpSy6YzV9oipnqdZWR0+3sKQ8vrlMk2CC9DROM/iKwWHbw==", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type text) meta [Serialized.Text = true]) in type table [site_name = _t, city = _t, state_id = _t, FS_ticket_within_2yr = _t]),
 #"Split Column by Delimiter" = Table.SplitColumn(Source, "FS_ticket_within_2yr", Splitter.SplitTextByDelimiter(", ", QuoteStyle.None), {"FS_ticket_within_2yr.1", "FS_ticket_within_2yr.2", "FS_ticket_within_2yr.3", "FS_ticket_within_2yr.4", "FS_ticket_within_2yr.5", "FS_ticket_within_2yr.6", "FS_ticket_within_2yr.7", "FS_ticket_within_2yr.8"}),
 #"Unpivoted Columns" = Table.UnpivotOtherColumns(#"Split Column by Delimiter", {"site_name", "city", "state_id"}, "Attribute", "Value"),
 #"Filtered Rows" = Table.SelectRows(#"Unpivoted Columns", each [Value] <> null),
 #"Split Column by Delimiter1" = Table.SplitColumn(#"Filtered Rows", "Value", Splitter.SplitTextByEachDelimiter({"("}, QuoteStyle.None, false), {"Value.1", "Value.2"}),
 #"Split Column by Delimiter2" = Table.SplitColumn(#"Split Column by Delimiter1", "Value.2", Splitter.SplitTextByDelimiter("""", QuoteStyle.None), {"Value.2.1", "Value.2.2", "Value.2.3"}),
 #"Removed Columns" = Table.RemoveColumns(#"Split Column by Delimiter2",{"Value.2.3", "Attribute"}),
 #"Renamed Columns" = Table.RenameColumns(#"Removed Columns",{{"Value.1", "FS"}, {"Value.2.1", "M"}, {"Value.2.2", "Descr"}})
in
 #"Renamed Columns"