Hello @alenaromi
Assumption: You mentioned you used a menu to display the filter until now, so my answer is based on the Menu widget.
1. Adding custom widgets in the Menu is not supported. You could perhaps use a complicated CSS to allow your widgets to be positioned in a menu item, but I have never tested this approach, and I believe it's too fragile.
2. The menu does provide indirectly the selected menu item. That is true only if DrivePageMashupOrBindToMashup is set to "BoundToMashupParameter" - the Mashup property is populated, or if you use a Data-Driven menu - the selected Row is set. Based on the selected menu item you can set visibility of groups of widgets (a panel let's say) that are placed just below the Menu corresponding to the Location search needs. I believe this can work pretty well.
3. Generally speaking the Menu is not really fit for situations where you require extreme configurability. It's good when you want to drive page navigation and it also accepts by default visibility of menu items based on User Groups. As a side note, I believe it's the only widget which allows this nice type of visibility based on configuration and not code.
For what you want, if option 2 is not good, the Collection widget is a better fit. You can replace the Menu widget with a Collection widget where you can provide names of Mashups that contain the widgets in any way you want.
It does require more configuration than the menu, but it is to be expected, considering its capabilities. Documentation is available here
