Hi Damien
Unfortunately S&F cannot include multiple languages in a single search.
The way S&F works is to let WPML take care of the language heavy lifting, so usually the search results will be of the language of the current page – or the lang of the page the shortcode is embedded.
When we are looking at the search form itself, it is not possible to include taxonomies from other languages.
There is one potential hack I can think of, but it would be a lot of work and trial and error, is to use pre_get_posts to modify your results, please see this post for an example of how to use pre_get_posts with Search & Filter:
https://support.searchandfilter.com/forums/topic/filtering-by-meta/#post-12908
Thanks