How to use add_filter to add the extra data to existing array?

The code you provided looks correct, and it should work as expected. However, if you want to add the ‘give_phone’ option using a filter, you would need to modify the code to include the filter hook and the callback function. Here’s the modified code:

function additional_field($options) {
    $options['give_phone'] = __( 'Phone', 'give' );
    return $options;
}
add_filter('give_import_donations_options', 'additional_field');

function give_import_donations_options() {
    return (array) apply_filters(
        'give_import_donations_options',
        [
            'id'           => __( 'Donation ID', 'give' ),          
            'first_name'   => [
                __( 'Donor First Name', 'give' ),
                __( 'First Name', 'give' ),
                __( 'Name', 'give' ),
                __( 'First', 'give' ),
            ],
            'last_name'    => [
                __( 'Donor Last Name', 'give' ),
                __( 'Last Name', 'give' ),
                __( 'Last', 'give' ),
            ],
            'company_name' => [
                __( 'Company Name', 'give' ),
                __( 'Donor Company Name', 'give' ),
                __( 'Donor Company', 'give' ),
                __( 'Company', 'give' ),
            ],
            'country'      => __( 'Country', 'give' ),
            'notes'        => __( 'Notes', 'give' ),
        ]
    );
}

$modified_options = give_import_donations_options();
print_r($modified_options);

Note: Place this code in your theme’s functions.php file or in a custom plugin file and inform me if you have any issues.