In this case, only one command will respond. I've tested it before.
You could make both respond if you return 0 in the filterscript and 1 in the gamemode (filterscript will be called first, returning 0 will continue calling it in other scripts until it reaches the gamemode, where returning 1 will prevent the Unknown Command message).
But this is a pretty hacky way to do it, CallRemoteFunction is the better solution in my opinion since you'll have more control over it.