Hi manuelK,
Are we talking about this:
A custom Taxonomy "my Taxonomy ", register to two or more post types "post type 1", "post type 2"…
And you are going to filter term which which are associated with posts of "post type 1"
If it is, that is not possible within Views, I suggest you try set custom Taxonomy only register to only one post type, then you can try with the option in your view filter:
Include terms that have non-empty descendants