Add documentation for third-party filters and routing filter specifically

[mlangc]

See #3976 for additional context.

Important

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[github-actions]

Job	Requested goals	Build Tool Version	Build Outcome	Build Scan®
build-macos-latest	clean install	3.9.8	✅
build-ubuntu-latest	clean install	3.9.8	✅
build-windows-latest	clean install	3.9.8	✅

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