In the Activity Filters section of the Shipment Filters panel, for the Current State select In Transit.

In the Attribute Filters section click Add Stop.

For the first Location select Origin.

For the first Type select City.

For the Logic select is. 

Select the name of the origin.

Click Add Stop.

For the second Location select Destination.

For the second Type select City.

For the Logic select is.

Select the name of the destination.

Click Apply Filters.