This is the pattern for a filter.
Applying/using a filter on something:
$filtered_version = apply_filters( 'the name of the filter', $the_thing_being_filtered );
This is how you use a filter to modify something:
add_filter(
'the name of the filter',
'name_of_a_function_that_will_modify_the_thing_being_filtered'
);
function name_of_a_function_that_will_modify_the_thing_being_filtered( $the_thing_being_filtered ) {
// modify $the_thing_being_filtered here
return $the_thing_being_filtered;
}
So in your examples it did not work because category_dropdown
is not the name of the filter, edd_category_dropdown
is the name and they do not match so they do not work.
Order also matters, you can’t add a filter to something after it has happened without some form or time travel. WP won’t wait until all filters and actions/hooks are added then evaluate it at the end, that’s not how PHP works.