I find using filters is a time-consuming but worthwhile process in the right conditions. Some cameras can accurately measure long exposures through 10-stop filters. Personally these days I would only use a quality square filter. I got all mine used from Ffordes, the Lee Seven5 system, except the 10ND big stopper, that costs £70 I had to pay full price. I much prefer to get light measurements and adjust down as appropriate, then put in the filter.
Using a threaded filter will be complete pain.
I'm no expert at all, I make it up as I go along, but I have used filters effectively to deal with harsh light in snow and at altitude and to isolate objects. The first one below was on film 30 years ago and I recall hand-holding about 3 circular filters over the lens. All very hit and miss. I was at about 16,000 altitude and the light was just ridiculous. The others two show how filters can isolate an otherwise messy scene, using 10 + 5 filters and a 30 second exposure in very bright light.
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