Hi Nosilla17,
Does the ‘rollup query’ you mentioned above refer to the one shown on the screenshot below?

Also, you mentioned that you want to list contacts records, why you use lead entity in the query?which one entity is your need?

Anyway, now suppose you want to list all contact records that opportunity status is Open or Lost.
Contact and Opportunity entity is 1:N relationship, but it doesn’t means that they just have only one relationship, if so, you need add all related opportunities as filter in the query.
1.Go Settings > Customizations > Customize the system> Contact > 1:N relationships to check relationship between contact and opportunity .

2.Add filter in the rollup query.
From the previous step, there are three 1:N relationships between Contact and Opportunity, so you need add these three all in the query, just like following screenshot:
Not set Status = Open / Lost, because opportunity status just have three value(Open/Lost/Won), set ‘Status does not equal Won’ directly can be more concise.

Now, you can check that it still returning contact records which have a won opportunity or not.
Regards,
Leah Ju
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