Short answer
HubSpot's KB: Add filter adds to the existing AND group, so records must match every filter in it. Add filter group starts a new OR group, and records must match at least one group. For contacts with nothing scheduled, a common approach is filtering on Next activity date being unknown.
1. The filters panel
All filters in my demo portal.

2. Example
- Group 1: Lifecycle stage is Lead AND Owner is known.
- Group 2: Lead status is Open.
- Result: records matching group 1 or group 2.