Filter nodes by paragraph user reference
According to this issue, Unable to filter on columns of entity reference fields. It seems like you need to add .entity after the field name to the entity reference fields.

Try to use this URL instead:

/api/node/exercise?filter[field_related_users.entity.field_user.entity.name]=some_user


Or if field_related_users can contain multiple values, you might want to do like this instead:

/api/node/exercise?filter[field_related_users.0.entity.field_user.entity.name]=some_user