Here is a simple example. I have 2 pxDropDown controls. The first is showing a list of countries and the second a list of states / regions.
Here is the source configuration of the second drop down which is populated based on the selection in the first. I take the value from the first dropdown (actually the property is called .DropDown) and pass thjs as a parameter to the D_State data page that I am using as the source for this drop down.
The D_StateList data page has the selectedCountry parameter from above configured...
...which is in turn passed to the report defintion which is the source of my data page.
Parameter configured on report:
The report has a filter defined based on this parameter.
And the end result....
Please implement the above and let us know if face any issues.
Your use case is explained in the Pega UI Specialist course in the PDN self study in the section "Common use cases for Cascading Controls". I had copied into the document and shared with you, kindly look into the use case and follow the same for your implementation.