Best Practice for Product Filtering Menus

I have implemented a horizontal Filtering bar based on articles posted by Baymard. Link Here

I revised my original concept to be a more standard dropdown however the Client has come back and requested a Filter mega menu. I have a good feeling this would be slightly overwhelming however I'd like some suggestions. See below:

Original Horizontal Filter Bar with options also displayed horizontally.

Revised More standard vertical dropdown which I think appears more clearly.

Client Requested A Filtering Mega Menu, the question is, is this an optimal alternative to mine?