Use of Planning Filters in Queries in NW2004s

I was wondering if any Integrated Planning experts could help me with a problem I have.
In the 'old world' BPS a planning layout was attached to a planning level and by using filters (planning packages) many different 'views' or slices of information could be made available to the user. For example I could create a planning layout for my balance sheet and create a number of filters for the different parts of my business.
In NW2004s planning is now done in the query and the planning filter can be placed in the filter of the query. However this enforces a one to one relationship between the filter and the query which would mean I would need multiple queries for each of the parts of my business instead of the one layout under BPS3.x. Being able to create a variable on the filter would be one way around this but this is not possible.
Can anyone advise on how this now works in NW2004s as at present this looks like a significant retrograde step in functionality.
Cheers,
R

I have somehow managed to workaround the issue.
I use one aggregation level without Stage field to allow users to modify the data and then I use another aggregation level with Stage field to process the Stages using planning functions and filters. This works.
I am still curious on the user exit proposed by Andrey.
Andrey can you please provide step by step on how we achieve this?
Thanks,
DV

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