I spent some time for learning OData. How to use it on az command. I recommend to add sample for az ad sp list --filter.
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This is more of an AAD service question. Please check https://docs.microsoft.com/en-us/previous-versions/azure/ad/graph/howto/azure-ad-graph-api-supported-queries-filters-and-paging-options#filter for example on Windows cmd:
az ad sp list --filter "startswith(displayName,'sp')"
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This is more of an AAD service question. Please check https://docs.microsoft.com/en-us/previous-versions/azure/ad/graph/howto/azure-ad-graph-api-supported-queries-filters-and-paging-options#filter for example on Windows cmd: