Several ways to do this:
1: You can set 'Continue processing with other filters' on the options tab for the first filter, that means that all messages are checked against the other filters in your sorting office
2: Suppose the redirect filter comes first and the known filter comes later. Create a subfilter to the redirect filter with identical settings as the known filter.
3: Create a new filter that checks for both the conditions of the redirect and the known filter and add both actions (moving and redirecting) to it. Place this filter before the other two.
These are the general ways to solve your problem. There is no way that is always the best, depends on your other filters and even on the amount of messages that both filters should trigger. And finally it's a matter of taste too.
However, if I read you correctly, all messages are redirected, so you could refine the third way to adding the redirect action to the known filter and use it as first filter.
That would take care of the fasted processing, since it makes TB check its messages against the least possible number of filters.
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I'm just a user of The Bat! I don't work for Ritlabs.