This example shows how to group several filters in the Members Directory of the Ultimate Member (with the custom table for usermeta).

um_grouped_filtes_custom.php

<?php

/**
 * This example shows how to group several filters in the Members Directory of the Ultimate Member. 
 * For example there are three phone fields in the profile ("Phone", "Phone number", "Mobile Number"), 
 * but you want to use a single filter "Phone number" to filter by these three fields in the Member Directory.
 *
 * Note: This example works if the setting "Enable custom table for usermeta" is turned on. 
 * See the gist https://gist.github.com/denisbaranov/3631abb45a05d6cdfbb6a4b6a6862b4c otherwise.
 * 
 * Change the variable $um_grouped_filtes. Add custom code to the file functions.php in the active theme directory.
 * 
 * Ultimate Member documentation: https://docs.ultimatemember.com
 */

add_filter( 'um_modify_sortby_parameter_meta', function( $sql_order ) {
	global $um_grouped_filtes, $wpdb;

	// Add your grouped filters here in a format 'main_filter' => [ 'additional_filter' ]
	$um_grouped_filtes = apply_filters( 'um_directory_grouped_filtes', array(
		'country'      => array( 'billing_country', 'shipping_country' ),
		'phone_number' => array( 'mobile_number', 'phone' )
	) );

	$md = UM()->member_directory();
	$directory_id = $md->get_directory_by_hash( $_POST['directory_id'] );
	$directory_data = UM()->query()->post_data( $directory_id );

	// filters
	if ( !empty( $md->custom_filters_in_query ) ) {
		$i = count( $md->custom_filters_in_query );
		foreach ( $md->custom_filters_in_query as $fk => $value ) {
			if ( empty( $um_grouped_filtes[$fk] ) ) {
				continue;
			}
			$grouped_keys = array_merge( $um_grouped_filtes[$fk], array( $fk ) );

			// JOIN
			foreach ( $um_grouped_filtes[$fk] as $metakey ) {
				$i++;
				$md->handle_filter_query( $directory_data, $metakey, $value, $i );
			}

			// WHERE
			$where = array();
			foreach ( $md->where_clauses as $j => $clause ) {
				foreach ( $grouped_keys as $key ) {
					if ( strpos( $clause, $key ) ) {
						$where[] = $clause;
						unset( $md->where_clauses[$j] );
					}
				}
			}
			$md->where_clauses[] = '((' . implode( ') OR (', $where ) . '))';
		}
	}

	return $sql_order;
}, 20, 2 );

This gist is a part of the article Use a single control to filter by several fields in the members directory

Note: This solution is not recommended because it significantly slows down the directory. The relationship between the number of combined fields and slowdown is power-law: combining two fields slows down the search by two times, combining three fields - four times, four fields - eight times, and so on. It's better to use a general search line that searches by all fields.