If you are concerned that your Python is making single-digit extra function calls, then you should be using a different language. (However, you might want a C extension that can be used from Python.)
That said, it's trivial to apply multiple filter lambdas in one pass -- the most natural way is a comprehension.
Still, you might be surprised by how fast filter(cond_1, filter(cond_2, data)) actually is. The OP didn't present that performance comparison, nor can I see any reason they gave to avoid comprehensions.
Why would you assume single digit extra calls? If the list is N million, then you would do a constant multiple of iterations of that. That’s a non trivial overhead in production applications.
