I have the following query:

WITH RankedCallNotes AS (
    SELECT
        Id,
        CreatedOn,
        CandidateId,
        Text,
        ROW_NUMBER() OVER (PARTITION BY CandidateId ORDER BY CreatedOn DESC) AS rn
    FROM
        [dbo].[CandidateCallNotes]
)

SELECT 
    c.Id,
    c.FirstName,
    c.LastName,
    c.AvailableDate,
    c.Email,
    cm0.Modality AS PrimaryModality,
    cm1.Modality AS Modality2,
    c.Phone,
    s.State AS HomeState,
    STRING_AGG(cert.CertName, ', ') AS Certificates,
    c.ActiveStateLicenseId,
    r.Name AS Rep,
    n.CreatedOn AS MostRecentCallTsp,
    n.Text AS MostRecentCall
FROM [dbo].[Candidates] c
    LEFT JOIN 
        (
            SELECT cm.CandidateId,
                cm.ModalityId,
                m.Name AS Modality,
                cm."Order" 
            FROM [dbo].[CandidateModalities] cm
            JOIN [dbo].[Modalities] m ON m.Id = cm.ModalityId
            WHERE "Order" = 0
        ) AS cm0 ON c.Id = cm0.CandidateId
    LEFT JOIN 
        (
            SELECT cm.CandidateId,
                cm.ModalityId,
                m.Name AS Modality,
                cm."Order" 
            FROM [dbo].[CandidateModalities] cm
            JOIN [dbo].[Modalities] m ON m.Id = cm.ModalityId
            WHERE "Order" = 1
        ) AS cm1 ON c.Id = cm1.CandidateId
    LEFT JOIN
        [dbo].[States] s ON c.HomeStateId = s.Id
    LEFT JOIN
        [dbo].[CandidateModalities] cm ON cm.CandidateId = c.Id
    LEFT JOIN
        (
            SELECT CertName,
                CandidateModalityId 
            FROM [dbo].[CandidateCertifications]
            WHERE CertName IS NOT NULL
            AND CertName <> ''
        ) cert ON cm.Id = cert.CandidateModalityId
    LEFT JOIN
        [dbo].[Reps] r ON c.RepId = r.Id
    LEFT JOIN
        RankedCallNotes n ON n.CandidateId = c.Id
        AND n.rn = 1
GROUP BY
    c.Id,
    c.FirstName,
    c.LastName,
    c.AvailableDate,
    c.Email,
    cm0.Modality,
    cm1.Modality,
    c.Phone,
    s."State",
    c.ActiveStateLicenseId,
    r.Name,
    n.CreatedOn,
    n.Text

It takes around 40 seconds to run so I'm trying to figure a way to optimize it if I can. For context, the Candidates table is around 40,000 rows, the CandidateModalities table is around 40,000 rows, and the CandidateCallNotes table is around 200,000 rows.

Here's the data plan: https://www.brentozar.com/pastetheplan/?id=0ctqpalAIr

What I've noticed:

1. There's a Filter operation that the plan says is taking 36983 ms to complete which seems really problematic.
2. There's a Sort operation that has a warning attached reading Operator used tempdb to spill data during execution with spill level {0} and {1} spilled thread(s) and its actual elapsed time is 36907 ms.
3. If I remove portions requiring aggregate functions (either for Certificates or for CandidateCallNotes), the execution time improves to <1 second so I assume my issues primarily lie there.

I'm extremely new to query optimization and am not sure exactly what I should be looking for within this plan, how to interpret that, and then what to do to address the issue. I assume indexes would help but I have Azure's automatic indexing in place and want to make sure I don't screw up what it's already doing.

Thanks!