There are a few limits to this feature:
1. Nested linked fields
Linked records fields cannot be prefilled when used as filters. If you have a linked records filter on your form, you can prefill the filter with most field types except if the filter field itself is a linked record field (a linked record field that filters another linked record field).
2. Calculated fields
Fields like formula, lookup, rollup, count, etc. are not supported.
3. Pop-up modal
If you choose to show the filter fields in a popup, then prefilling them is not supported. If you would like to prefill them, you'd need to either select the option to show the filter fields as part of the form or to be hidden. You can find the settings by clicking on a linked records field and going to Filtering & Sorting Records.