if there is already data on the 'my_custom_sets' worksheetdo you mean if there is any data on 'my_custom_sets.
You would need VBA for AdvancedFilter to copy the result to another page.Not strictly true; before starting the Adv Filter wizard if you put the cursor on a different sheet to the data you can specify that sheet as the destination for the filtered result.
Can you clarify which sheet you are copying from and which sheet you are copying to?
In the first part of your question it appears you want to copy from 'overview' to 'my_custom_sets' but in the second part it appears you want to copy to 'overview'.