I ended up using the Divi Filterable Blog Module. The trick with is you need to turn off the new builder as well as toggle off “use the latest builder experience” in the Divi Settings. Once you do that, you can use the plugin to select categories to display for CPTs and the filter actually works. The CSS is a little rough, but between the module and just adding some CSS to the theme CSS file, it worked out. You can turn the new builder back on once you have made the filter selections. A little time consuming for me because the old builder is painfully slow on the site I was working on, but it worked.