why won't this remote function work with filtering enabled?

I'm a bit confused, but if you're doing what I think you're doing, then this will help.

My assumption is that you're trying to fire the RemoteEvent that you just made; however, instead of using FireClient you're using FireServer. When you use FireServer, it sends an event intended for server-scripts. Also, FireClient requires a player in order to fire the client, without it the server would have no idea which client to tell what to do.

game.Players.PlayerAdded:connect(function(player)
    local event = Instance.new("RemoteEvent")
    event.Name = "ChangePlotPositionEvent" 
    event.Parent = player
event:FireClient(player)
end)

 game.Players.LocalPlayer:WaitForChild("ChangePlotPositionEvent").OnClientEvent:connect(function()
    print("PlayerAdded")
    local Lastplot = game.ReplicatedStorage:WaitForChild("LastPlot")
    local GameValues  = Instance.new("Folder", game.Players.LocalPlayer) --Need to move
    GameValues.Name = "GameValues" --Need to move
    local Plot = Instance.new("IntValue",GameValues) --Need to move
    Plot.Name = "Plot"--Need to move
    Plot.Value =  Lastplot.Value + 1--Need to move
    game.ReplicatedStorage.RemoteFunctions.Plot.ChangePlotPositionEvent:FireServer(Plot)
    local PlotClone = game.ReplicatedStorage.newbase:Clone()--Need to move
    PlotClone.Parent = game.Workspace--Need to move
    PlotClone.Name = player.Name.."'s Plot"--Need to move
    PlotClone.CFrame = CFrame.new(Vector3.new(-138.5, -18.5+Plot.Value* 50,178))--Need to move
end)

Also, incase you're unaware, FilteringEnabled prevents any creation from the client. In otherwords, you need to move all forms of creation, whether it be values, parts, etc., to the server.

FilteringEnabled isn't that bad once you get used to it, and can be extremely helpful. Think of it like riding a bike, it's hard because you don't know what does what, but after awhile, you start to push the pedals and move the bike.

ALSO:

Don't test in the Roblox Studio test mode, as FilteringEnabled is pointless for it. Instead click the "Test" tab and then click the Start with the icon of the Servers above it.