is there any option how to save more than one filter as default in ESM web gui? So I can define more filters and then use it when needed instead of just one default filter?
There is not a way to save a second set of predefined filters like you are describing. This would require a product enhancement request. This could be filed at : https://mcafee.acceptondemand.com/index.jsp.
As a work around, you could create a custom view that has the second set of predefined filters saved in the new view. You would then just need to choose this new view to access the filters you were looking for.