Questions about setting up a notch filter

Yes, I saw this video, but it mainly talks about the functions of the online tool.
I would like to know more about the boundary conditions for using filters. Below what frequency should you not use a filter?
The video also talks about phase delay, that it affects the operation of the copter, but its threshold values are not defined. At what values is the phase delay considered unacceptable?

It would be interesting to see an example of a flight log analysis, where the effect of the phase delay would be visible

We can not give you a control theory course in 5 minutes. That is just not possible! Sorry.
But you can post a .bin log file and we can take a look at it.