The Sky-Watcher S20301 M48 Camera Adaptor for Nikon is compatible with Nikon F-mount cameras only and Esprit and ProED series telescopes, using the dedicated field correctors. There is no equivalent adapter for Nikon Z-mount cameras.

You would need the above Sky Watcher M48 adapter plus this Celestron adapter: https://bhpho.to/35JdTue

Yes, the threads on the right-hand side (near the bayonet mount) of the Sky-Watcher S20301 M48 Camera Adaptor for Nikon are able to hold a 48mm filter.

Per John's reply, the side opposite the printing is the Nikon F mount that installs into your camera body. The side near the printing screws into the Sky-Watcher flat field corrector. You need to install your filter further up in the imaging train. Download the instruction manual on the Sky-Watcher website for the Esprit ED120 and you will see as an example where to install a filter in the extender tube. You need all the parts shown to obtain the correct back focus distance or the telescope will not reach focus..