I have a SharePoint List that is over the 5000 List View Threshhold.
I have a filtered View of this list that has only 150 items. I have used Indexed Columns and ensured the first filter in my view returns less than 5000 items.
The view displays correctly in the page/web part.
However, when we use the column header (with little triangle) to filter the list by a column (an Indexed one) we get the error that we are over the listview threshold and are not able to filter.