Hi LF,
Thanks for posting your question on our community.
According to your description, I did a test on my side like that:
But unfortunately, there is no current option to set label as a button out of worksheet.
If you want to filter columns by labels, you can select columns you want to name as a label, and set a name like test in the Name Box (on the left side of the command bar), then each time you type "test" in the Name Box, it will immediately place the cursor on the group you set up before like that:
Meanwhile, if you have more ideas or suggestions to this feature, I would like to recommend that you can post your ideas in UserVoice. Our team is happy to listen to the user's suggestions so that we can understand the user's concern better and update a satisfied version later.
If my reply is not matched the answer you want, please post back more detail and I will keep working for you.
Looking forward to hearing from your reply.
Best Regards,
Higgins