The campaign / ad group filter in the Add Queries Tool relates to where we are suggesting to add queries - not where queries have been triggered. You won't see campaigns or ad groups with no exact match match keywords live in this filter option as we only suggest adding queries to ad groups which have exact match keywords live.
Queries in the Add Queries Tool include queries triggered from all match types, DSA campaigns and Shopping campaigns. You can use the 'query source' drop-down to filter for only queries triggered by keywords, DSA campaigns or Shopping campaigns.