Are there non thermal filaments outside our Galaxy? The question says it all: are there observations of something like non thermal filaments in other Galaxies other than our?
You have two questions here, which are somewhat mutually exclusive. I'll start with the second.
Are there observations of something like non thermal filaments in other galaxies other than our?
The paper you linked pretty plainly spells out that only a handful of nonthermal filaments (NTF) have been found, and all of them have been found near our galactic core. To quote the paper:

Observationally, the NTFs are unique to the GC

Specifically they mention that there were only 9 known NTFs previous to this paper:

nine previously identified isolated NTFs—the most recent NTF discovery is described by Reich (2003)

and this paper reports that they found another 20:

New high-resolution, wide-field 90 cm VLA observations of the Galactic Center (GC) region by Nord and coworkers have revealed 20 nonthermal filament (NTF) candidates.

So it seems the answer to your question, at least according to this paper, is that no, there are no observations of NTFs in other galaxies at this point in time.
Are there non thermal filaments outside our Galaxy?
I interpret this to mean, could there exist NTFs in other galaxies, and not so much have we actually seen NTFs in other galaxies. I think the answer to this, despite being a total guess with no proof to back it up, is a resounding yes. There's no reason to think our galaxy and it's structure/evolution is unique. Very likely NTFs exist in many other galaxies which formed under similar processes.
This article by the NRAO details an attempt to explain where these NTFs originate from and the proposed solution is that they are a result of starburst activity. To quote from the article:

Yusef-Zadeh determined that a number of the non-thermal filaments seemed to connect to concentrated areas of thermal emission, which identify pockets of star formation. Galatic Center Combined radio image from the Very Large Array and Green Bank Telescope. The linear filaments near the top are some of the nonthermal radio filaments (NRFs) studied by the researchers. Other features, such as supernova remnants (SNRs) and the area surrounding our Galaxy's supermassive black hole (Sgr A) are shown.
&quot;What this showed us is that two seemingly disparate processes, thermal and non-thermal radio emission, can be created by the very same phenomenon,&quot; said Yusef-Zadeh. &quot;In this case, that phenomenon is pockets of starburst activity.&quot;

If this is indeed the source of NTFs, then any galaxy which has or did have starburst formation would likely have NTFs as well.