500K Records Cant save or copy and paste filters, "getting contiguous error"

I have 500 entries in the sheet, it require filtering and the results taking out of excel into csv/txt.

The issue I am having is that when i apply a filter, it execute fine, I select all/ or just one of coloumn of the result and I get the error ( image attached) saying that it is too complicated and that I should use the same sheet ( I am ) or contiguos rectangles. ( what on earth are they?)

Any help or advice gratefully appreciated.