It appears I may have found a small bug in Lightning reports.  Not sure if this is the right place to ask about this as the "Community" is impenetrably organized as far as I'm concerned. 

I'm trying to build a report using a cross filter.  Build a Contacts and Accounts report and set the initial filters however you need.  I first added a cross filter for Contacts with Activities.  Then I realized I needed Contacts with Campaign History instead, so I tried to change the existing cross filter to that.  When I click to add a filter to the cross filter on Contacts with Campaign History, the field list that is available is from Activities, not Campaign Members as it should be.

The workaround is to close the existing cross filter and build it again from scratch.  If you then choose Contacts with Campaign History, the correct fields show in the field picklist.  But if you again try to change THAT cross filter to anything else, the Campaign fields continue to show, no matter what cross filter object you choose.

In actuality, it's even weirder.  If you first choose Contacts with Campaign History as the cross filter, the correct fields show.  If you then change to Contacts with Activities, the Campaign Member fields continue to show, If you then change to something else like Contacts with Cases, the Activities fields show.  Switch to something else and the Cases fields show.  In other words, the fields that display lag by one cross filter type.

I don't see how to submit a bug report for Salesforce so I'm posting here for guidance on how to draw attention to this.  Again, it's not huge because the solution is to trash that cross filter and add a new one.  But any time there's unexpected behavior like this, it undermines my confidence in the underlying system.

Finally, note this is NOT how Classic works.  Classic shows the correct list of field filters no matter which cross filter object you choose nor how many times you switch the object in that cross filter.  You DO lose any field filters you choose if you change the object, but you can do so and get the correct fields to filter on.