Guayadeque Music Player

The possibility to add another playlist as a filter for a new playlist, so you can have a playlist made of several playlist

What do you mean by filter? The Allow and Deny filters can be dynamic or static playlists.
If what you mean is to be able define dynamic playlist with a rule saying that the song is in another (static or dynamic) playlist, I suggested that some time ago, but anonbeat said that it would bring performance problems. And you also would need to check for circularities in definitions, which makes things more complicated.

I meant the second option

I also think it would be a nice feature, but I'm willing to give it up if it will hurt performance.
With that feature you would need to do a query of a query (of a query ....), which can be problematic on large databases.

And what about adding multiple filter to the player filter like "allow X and Y Deny Z and W" instead of only one?

I don't know about that. Another restriction is that you can join all the rules by AND (default) or by OR (ticking on any criteria). I don't know if it just because it simplifies the interface or it is also for efficiency reasons (I guess it's a bit of both).

With your suggestion you would be able to overcome the restriction, but maybe that's not wanted.