Due to the increase of grid-connected distributed new energies, a new Phase-Locked Loop (PLL) is needed in order to overcome the shortcoming that the most popular PLLs are difficult to lock voltage frequency and phase accurately under grid voltage imbalance and harmonic distortion. Since there exists coupling relationship between voltage positive and negative sequence components in stationary reference frame under voltage imbalance, a crossing decoupling Double Complex Coefficient Filter (DCCF) is used to extract and separate voltage positive and negative sequence components. The Multiple Variable Filter (MVF) has the amplitude non-attenuation and zero-phase shift characteristics for input voltage fundamental positive sequence component. So the new PLL structure with strong filtering ability is designed under highly harmonic distortion by adding MVF into the crossing decoupling DCCF structure. Finally, Matlab/Simulink simulations show that the proposed PLL can lock the frequency and phase quickly and accurately under voltage imbalance, voltage frequency step and phase angle jump, and has a better filtering capability than DCCF-PLL. This work is supported by National Natural Science Foundation of China (No. 61763040 and No. 61403219), Ningxia Key Research and Development Program (Special Talents) (No. 2018BEB04003) and The Third Batch of Ningxia Youth Talents Supporting Program (No. TJGC2018095).