I need to add a custom filter to the Order Grid to show just the orders that have this specific SKU (TEST). The select box should be has two options: Include (Show order’s that have this specific sku) or Exclude (Show order’s that doesn’t have this specific sku).

Actually, I got to add this filter as column in the order grid BUT I can’t use as filter. I try to select the option for example (Only) in the filter but show me a error.

app/code/Vendor/Module/view/adminhtml/ui_component/sales_order_grid.xml

<?xml version="1.0" encoding="UTF-8"?>
<listing xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:module:Magento_Ui:etc/ui_configuration.xsd">
    <columns name="sales_order_columns">
        <column name="custom_order" class="VendorModuleUiComponentListingColumnCustomProduct">
            <settings>
                <filter>select</filter>
                <options class="VendorModuleUiComponentListingColumnCustomProductOptions"/>
                <dataType>select</dataType>
                <label translate="true">Custom Product</label>
            </settings>
        </column>
    </columns>
</listing>

app/code/Vendor/Module/Ui/Component/Listing/Column/CustomProduct.php

<?php
namespace VendorModuleUiComponentListingColumn;

use MagentoFrameworkEscaper;
use MagentoUiComponentListingColumnsColumn;
use MagentoFrameworkViewElementUiComponentContextInterface;
use MagentoFrameworkViewElementUiComponentFactory;
use MagentoSalesModelResourceModelOrderStatusCollectionFactory;

/**
 * Class Items
 */
class CustomProduct extends Column
{
    /**
     * @var Escaper
     */
    protected $escaper;

    /**
     * @param ContextInterface $context
     * @param UiComponentFactory $uiComponentFactory
     * @param Escaper $escaper
     * @param array $components
     * @param array $data
     */
    public function __construct(
        ContextInterface $context,
        UiComponentFactory $uiComponentFactory,
        Escaper $escaper,
        MagentoSalesModelResourceModelOrderCollectionFactory $orderCollectionFactory,
        array $components = [],
        array $data = []
    ) {
        $this->escaper = $escaper;
        $this->orderCollectionFactory = $orderCollectionFactory;
        parent::__construct($context, $uiComponentFactory, $components, $data);
    }

    /**
     * Prepare Data Source
     *
     * @param array $dataSource
     * @return array
     */
    public function prepareDataSource(array $dataSource)
    {
        if (isset($dataSource['data']['items'])) {
            $orderIds = [];
            foreach ($dataSource['data']['items'] as & $item) {
                $orderIds[] = $item['entity_id'];
            }
            $orderCollection = $this->orderCollectionFactory->create()->addFieldToFilter('entity_id', ['in' => $orderIds]);
            foreach ($dataSource['data']['items'] as & $item) {
                $order = $orderCollection->getItemById($item['entity_id']);

                $data = [];
                foreach ($order->getAllVisibleItems() as $orderItem) {
                    $data[] = $orderItem->getSku();
                }
                if(in_array("Test1", $data)){
                    $item[$this->getData('name')] = 'Yes';
                }else{
                    $item[$this->getData('name')] = 'No';
                }
            }
        }
        return $dataSource;
    }
}

app/code/Vendor/Module/Ui/Component/Listing/Column/CustomProduct/Options.php

<?php
/**
 * Copyright © Magento, Inc. All rights reserved.
 * See COPYING.txt for license details.
 */
namespace VendorModuleUiComponentListingColumnRFProduct;

use MagentoFrameworkDataOptionSourceInterface;

/**
 * Class Options
 */
class Options implements OptionSourceInterface
{
    /**
     * @var array
     */
    protected $options;

    /**
     * Get Yes/No options
     *
     * @return array
     */
    public function toOptionArray() :array
    {
        if ($this->options === null) {
            $this->options[] = [
                'value' => 'yes',
                'label' => __('Only')
            ];
            $this->options[] = [
                'value' => 'no',
                'label' => __('Exclude')
            ];
        }
        return $this->options;
    }
}

Someone can help me how I can add a query to filter each one of the option that was created? please