@miller86, it is possible to open another dataset from your I/O filter implementation, but it’s a bit tricky: the filter API doesn’t give you the file handle, so you won’t be able to simply H5Dopen() and call it a day.
The workarounds I use on HDF5-UDF to identify the underlying file are to scan /proc/self/fd (on Linux), lookup entries on /proc/fd (macOS), and resort to Win32 APIs (Windows). Once I have a set of candidate files I inspect each one of them for the dataset I’d like to read.
As @gheber says, most use cases I have around HDF5-UDF involve producing values for an output dataset given values from other existing datasets. If you think that UDFs might be a good fit for you, please let me know. I’ll be happy to give you pointers to get started 
Best regards,
Lucas