Such a setup is bound to cause problems with polyphony. Within Thor, each note is treated separately (a "voice"). Essentially, for every note you play, Thor creates a virtual copy of its oscillators, Filters 1 and 2, LFO1, envelopes and everything else that's not on the brown panel.
However, once the oscillator outputs leave Thor and are mixed together, Master Thor has no way of telling them apart. If note 2 is triggered while note 1 is still sounding, Master Thor will feed their mixture into its amp envelope, not note 2 by itself (and that's not what you want).
So you can't apply the filters to the individual voices once they leave Thor. You can still filter their mix though. For that, you need to avoid Master Thor's amp envelope altogether. Feed the mixed signal into Filter 3, and then into Filter 3 of a second Master Thor.
Last edited by RXTX; 2013-01-14 at 08:43.