Maybe.
However, if your cardiologist is actually of the belief that blood clots are "filtered" in the lungs of the average person, then he or she needs to have the license to practice medicine revoked.
There are implants that can be placed inside blood vessels that are designed to "filter" (for lack of a better word, and also because that's part of the name) blood clots:
An inferior vena cava (IVC) filter is a small device that can stop blood clots from going up into the lungs. The inferior vena cava is a large vein in the middle of your body. The device is put in during a brief surgery.
www.hopkinsmedicine.org
What your cardiologist was likely talking about is structural heart defects that are actually quite common in newborns, but that normally repair themselves in the infant.
Sometimes, when these aren't self-repaired, the infant may need surgical procedures done to close off the shunts in the heart (my niece had that at 7 months old at Sick Kids).
Untreated this condition may be mild enough to only register as a heart murmur and be an annoyance throughout the life of a person.
However, it can also be a life-threatening condition that needs surgical repair later in life.
There is a condition called Eisenmenger Syndrome.
www.mayoclinic.org
Stroke is one of the possible symptoms of this condition, but you'll notice that there is no mention of lung filtering by the Mayo Clinic. It does explain what a stroke is (an embolism in the brain that prevents blood flow).
I know it's pedantic, but you should reach out to your cardiologist and have him or her explain what was said about the heart defects and the possible conditions it could have on a person.
I can almost guarantee that you misunderstood the doctor.