The Shop’s sidebar is controlled via “Shop page Widget Area” widget that is situated in Appearance -> Widgets. In order to remove some filters, just open it and click on the “Delete” button.
It’s because I am using the “Classic Widgets” plugin so the appearance of it is a little bit different but in both cases, they have the same functionality and the same widgets.
Here is the screenshot from the default widgets appearance that contains the “Shop page Widget Area” widget.