Custom filter shortcut not working on Mac

I wanted to create a custom shortcut on Mac for filtering values by selected cell. It is available in the context menu - if we do CMD+click (right click) and choose Filter>Filter by selected cell's value (screenshot attached). I added a keyboard shortcut under the Mac settings to the combination of CMD+Option+Shift+F (screenshot attached). The shortcut key also appears in the context menu of the Filter by selected cell's value. However, it does not work. Any idea where am I going wrong?