Dichroic filters, which are widely used in the field of lighting engineering, consist of a substrate generally made of borosilicate glass, on which is laid a dielectric coating, that is, an alternation of very thin layers of dielectric materials such as silicon oxide and titanium, having different refractive indices. Such thin thicknesses (we are talking a few tens of nanometers per layer) interact with the wavelengths of light, filtering it out and generating different colors as a result.

For example, to get a cyan I will have to pass radiation having wavelength < to 530nm and block all others. Conversely, to get a red I will have to pass those with wavelengths greater than 610 nm.
What does not pass, what is not transmitted, is reflected. Thus, there is no absorption of light by the filter that would cause it to overheat.
This feature allows the filters to be used in all applications where high temperatures are generated.