Hi Dannyneg,
Thanks for using Microsoft products and posting in the community, I'm glad to offer help.
According to your description, I'm afraid I have to tell you that there is no such options to make the filter pane expanded by default is not supported currently.
Based on my test, whether the filter pane is expanded by default depends on the state of each user when the page is last closed.
And if you want to set the filter configuration as default, you can create a new view with customized advanced filter, and set it as the default view, thus all users will see the filtered items by default.

However, the advanced filter will hide all other items that do not meet the criteria and cannot be unhidden through the ordinary filter (the filter in your example screenshot). To show other items, users need to switch to other views that didn't configure advanced filters.
Hope the above information could be helpful, and please feel free to let me know if you have any concerns, I'll continue to help you.
Best Regards,
Arck