An AutoFilter dropdown list will only show 1000 entries. If your column
has more than 1000 unique items, they can be filtered, but they can't
all be displayed in the dropdown list. The items in the column appear
alphabetically sorted in the dropdown list, and only the first 1000
alphabetical entries will appear.
To AutoFilter for an item that doesn't appear in the dropdown list, you
can choose Custom from the dropdown list, and type the criteria. Also,
there are a couple of workarounds here: