There are buttons in the creating of queries and event exports to help speed up the process. Unfortunately, sometimes you can be a bit quick and accidentally delete something that could be resolved much quicker if you had a fast "undo" button to get your last removal retrieved quickly. And not just for the creation of the filter. Also have option in the "fields to display".

Additionally, in a query you can right click to change the column header. To have the same functionality in the Column order tab of an export definition would also be very helpful.