There’s also a “Windowed-sinc filter” available here, which has extremely steep cut-offs: https://forum.audacityteam.org/t/windowed-sinc-filter-steep-cut-off-filter/37426/1
Note that this filter is quite slow. For relatively high frequencies (such as 2 - 5 kHz), a small window size should work well. Larger window sizes get increasingly slow.