I do not see the option "+Create New Filter" when try to create User Filter in for example "OP Module".
Only can see when the user is "admin"

see in Software configuration > Permissions > Profiles > Profile Name
under the fields privileges of the module, in section Privileges to actions and views if the action Custom filters creation is selected
I do not have that option in the module "Opportunities"

It does not work it's true
UPD
I see the option "+Create New Filter" but if I'm not admin when you press get infinite wait
Update:
same in "Quote", "Sales Order" modules.
@rskrzypczak, Thanks to resolve this issue. It麓s possible apply this change in current stable version?, can i run some script or add fields in DB?.
@skramanzia
Here is a sql script for the missing permissions.
Please take in mind that:
a) this will not add the missing permissions to non default YF roles
b) you'll need to edit / mass edit users to apply the new permissions (you can just made a fake mass edit)
Hope this helps.
Most helpful comment
see in Software configuration > Permissions > Profiles > Profile Name
under the fields privileges of the module, in section Privileges to actions and views if the action Custom filters creation is selected