I'm going to make an educated guess based on this answer from a Dev : it will come on the following patch (February), most likely at the end of the current "Happy Lunar New Year!" community challenge (February 16th or soon after).

Congrats on getting the scientific filter! I never saw it before.
I unlocked Horatio on the first day, through a bug (not playing the mod). After that, I've not seen him anymore.

DNLH wrote:

Welp, first playthrough I unknowingly clicked continue, because I enjoyed the content and thought there'd be more, second one I got money filter and it just kept going, no follow-up event. I managed to bounce back money-wise, completed all research, saw all the lategame events and ran out of infrastructure to build in major cities.

If I understand correctly that's just an avatar, not a fully fleshed persona to play against and as giving us multiple avatars seemingly isn't even on a distant horizon, I don't think I'll bother trying again, especially considering how it's unclear how to attempt to get different filters.

EDIT: Just as I posted here, I had a thought that made me go "surely, they did not, that would be cruel", but I decided to whatever it and reloaded the save to prove to myself, that no way that's what was the issue. I built some armies and tanked my income to go negative and sure enough, the great filter event launched and I was finally allowed to build stuff to win the scenario. So for anyone stuck in Financial Great Filter, you need to let your money go negative, if you act too fast and manage to go positive before Great Depression tanks your economy, you will be punished by getting stuck in a limbo.

I've been stuck here for a while now.  I had such a strong economy when I got this event that my money never went negative. Is it your income or money that you have to make negative? 

I've been building a ton of armies, boats, nukes, and planes, but I've only managed to get my economy down from 100K per turn to 40K and this grind seems endless. 

You need to get your money all the way down below zero, yeah, not just the per turn income. It's pretty brutal and, honestly, I don't get the idea behind it, the game makes it pretty obvious that bankruptcy is a no-no, so it could be expected that players would scramble to go back into positive income as fast as they can while the money stash is still there. I gave myself a pat on the back when I budgeted new luxuries/strategics trade routes to get income back to green without depleting meager reserves, without knowing that in reality I shot myself in a foot.