I am trying to identify leads who have never clicked a link in 25 specific emails.
If I use the filter "Not Clicked Link in Email" and use the multiple value chooser to choose the 25 emails, will that ensure the lead never clicked a link in ALL 25 emails, or at least one of the 25 emails?
This will filter out anyone that clicked a link in any of the 25 emails. An easy way to think about it is using the same logic for a field. If you do Country is US, USA, America, the filter is looking for any of those choices. So in your example, the filter will identify anyone that never clicked a link in any of the 25 emails.