We present an experimental and numerical study of the dynamics of a semiconductor laser subject to filtered optical feedbacks (FOFs) from two separate external cavities. Our results show that the inclusion of a second FOF introduces a rich control over the frequency of the dynamics. The period of frequency oscillations of the laser light is determined by the two time scales related to the feedback loops, and the frequency corresponding to this period is given by the average of the fundamental frequencies of the two cavities. The average frequency is dependent on the relative feedback from the cavities. Proper adjustment of the cavity lengths leads to the oscillations at a frequency which represents the average of the higher harmonics of one cavity and the fundamental frequency of the other cavity. The amplitudes of the frequency components in the single-FOF can be controlled by adding a second FOF, and in particular, the amplitude of the fundamental frequency is suppressed while the amplitude of the second harmonic becomes larger than that of the fundamental frequency. A cascade of period doubling bifurcations leads the dynamics to a chaotic state.