Can I filter multiple columns at the same time in Excel?
Unless I'm missing something from your question, you've actually already worked out how to do this.

That is, if you first filter by one column the way you want, and then filter by the second column the way you want, you've effectively filtered both columns.

So, using your example, say you filter the location column so that only people in location X are showing. Then if you proceed to filter that list so that only those with rating Y are still showing, then the end result is you only have people of X location and Y rating listed.