Still TBD. I suspect that in the short-term, it will only be possible to set up filters when defining new relationships between dbs, so existing relationships will not be affected. But I’m just guessing.
Here’s a decent workaround, that might work for you.
Using Requests as an example you have your Request database and then you create an Arch Request database for archived Requests. When a Request is complete you convert it to an Arch Request and then delete the Request, this can also be handled by an automation.
Note that the Arch Request db should have all the same fields as the Request db and you will need to remember to update the Arch Request db when Request db fields are added or renamed.