We report on observations of conical third harmonic emission that emerges during supercontinuum generation produced by self-focusing and filamentation of high (20-200 kHz) repetition rate 180 fs, 1035 nm pulses from an amplified Yb:KGW laser in various nonlinear crystals and glasses: YAG, sapphire, YLF, LiF, CaF2, MgF2, LiSAF, fused silica and BK-7 glass. We show that conical third harmonic generation is a phase-matched four-wave mixing process, where noncollinear phase matching is achieved by means of reciprocal lattice vector, inversely proportional to the period of nanograting, which is inscribed by femtosecond filament in the volume of nonlinear material. The existence of a particular period required to phase match conical third harmonic generation was indirectly verified by investigations of periodicity features of high and low spatial frequency laser-induced periodic surface structures, in which matter is reorganized in a similar fashion.