They are layers. Try changing the stacking order to see the total effect change. Part of the oddity of the Filter Gallery is that you can place a layer which is dominant, or nearly so at the top of the stack and the layers below have little effect or unpredictable effects. That’s one of the interesting parts of using it. Also, using multiple layers in the stacking order of the Filter Gallery will yield different results than if you used the same filters and settings in the same order as the stacking order but one at a time. Go figure!
When you say a "dominant" layer what does that mean? Is it the effect itself that is dominant(?) and doesn’t allow effects below to show through? Is this dominant feature something you can change or assign to a layer? "Using multiple layers in the stacking order…" sounds like you can layers and stacking order are different. Isn’t the "stacking order" just a list of the layers themselves or… As you can see I’m still a little confused. Is changing the stacking order the only control you have in the Filter Gallery? Can you create actual layers and control opacity, blending, etc? Thanks for your patience.
The dominant effect is the one at the top, the top layer. You can change the stacking order by dragging the layers to different positions, the same as in the layers palette. You could create actual layers by duplicating the layer you wish and then run different filters on the different layers but within the Filter Factory, the options options you have are adjustments to the filters themselves, not layer options found in the layers palette.
Just for learning, open up a small image and launch the Filter Gallery. Make just two layers. For starters have the top one Texture > Stained Glass and the second Texture > Grain. Try out the different varieties of Grain and notice the results. Then drag the Grain layer to the top of the Stained Glass. You will clearly see that the filter layer at the top of the stacking order gets run first. That’s why I called it dominant. When you have multiple effects applied via layers, changing the lower layers often created unanticipated effects. Experimentation is the order of the day with the Filter Factory.