SharePoint: connect two lists on a page without Power Apps

Six months from now I probably will not remember “Dynamic filtering,” but I will remember:

“That thing where I connected two SharePoint lists without Power Apps.”

SharePoint: connect two lists on a page without Power Apps

Also searched as:
join SharePoint lists, relate two lists, master-detail, filter one list from another, connect list web parts, relationship between lists, avoid Power Apps, taxonomy alternative