This conversation was closed (link), but I'm having the exact same issue. The "permission" step that requires that the user enables notifications is not able to be completed and so does not allow the user to move forward in setting up the app on an iPhone (in this case, iPhone 16, iOS 18.7.1).
Since the app isn't fully set up, it is not listed in the apps in the Notifications section of the iPhone settings, so there's no way to do it from that approach.
This is a bug in the Call Filter app.