Hi @Bastian,
You could define and use the Epic Status dimension to filter measures by the status the issue epic has. See a similar answer in this community thread: Rapport of open epic and open user story/task - #6 by lauma.cirule.
The Drill into is available only for measures to drill into a particular measure by another dimension. If you do not use other measures, you can drag the dimension over which you wish to split the measure, and you will have the option to Drill across even further by other dimensions.
Lauma / support@eazybi.com