There is also the option to make the content of the outer loop (the one you want to continue) a lambda, and simply use return.
It's surprisingly easy if you know lambdas; you basically start your loop interior with [&](){ and end it with }; inside you can use return; at any time to leave it:

void ParsingTools::filterStrings(QStringList &sl)
{
    /* Filter string list */
    QString s;
    for (int i=0; i<sl.length(); i++) {
        
      [&]() {    // start a lamdba defintion and call it right away

        s = sl.at(i);

        // Improper length, remove
        if (s.length() != m_Length) {
            filterStringOut(i);
            continue; // Once removed, can move on to the next string
        }          
        // Lacks a substring, remove
        for (int j=0; j<m_Include.length(); j++) {
            if (!s.contains(m_Include.at(j))) { 
                filterStringOut(i); 
                /* break; and continue; */  return;  // happily return here, this will continue the i-loop
            }
        }
        // Contains a substring, remove
        for (int j=0; j<m_Exclude.length(); j++) {
            if (s.contains(m_Exclude.at(j))) { 
                filterStringOut(i); 
                /* break; and continue; */  return; // happily return here, this will continue the i-loop
            }
        } 

      }   // close/end the lambda definition

    }
}

There is also the option to make the content of the outer loop (the one you want to continue) a lambda, and simply use return.
It's surprisingly easy if you know lambdas; you basically start your loop interior with [&]{ and end it with }(); inside you can use return; at any time to leave it:

void ParsingTools::filterStrings(QStringList &sl)
{
    /* Filter string list */
    QString s;
    for (int i=0; i<sl.length(); i++) {
        
      [&]{    // start a lamdba defintion

        s = sl.at(i);

        // Improper length, remove
        if (s.length() != m_Length) {
            filterStringOut(i);
            // continue; // Once removed, can move on to the next string
            return; // happily return here, this will continue 
        }          
        // Lacks a substring, remove
        for (int j=0; j<m_Include.length(); j++) {
            if (!s.contains(m_Include.at(j))) { 
                filterStringOut(i); 
                /* break; and continue; */  return;  // happily return here, this will continue the i-loop
            }
        }
        // Contains a substring, remove
        for (int j=0; j<m_Exclude.length(); j++) {
            if (s.contains(m_Exclude.at(j))) { 
                filterStringOut(i); 
                /* break; and continue; */  return; // happily return here, this will continue the i-loop
            }
        } 

      }()   // close/end the lambda definition and call it

    }
}