Is it possible to attach other manufacturers ‘drop-in’ filters into the filter holder of my 500mm f/4.5 lens?

The filter used in the 300mm f/2.8, 500mm f/4.5 and 800mm f/5.6 lenses have a 46mm filter size and there is no problem if you attach the filters of the other brands. However, if the thickness of the filter is over 5mm then you cannot attach this filter to its holder. In the case of polarising filters, you can only use the Sigma filters.