New picture...Heater with two filters

I don’t see the filters but the installation looks sloppy…loosely hanging thermostat wire…vent pipe too close to combustibles…no gas pipe (appliance connector only) through furnace cabinet…exposed fiberglass insulation wrap.

If the air must pass through both filters, it’s probably not a good arrangement. I’ve seen an installation with multiple inline filters before. Big surprise the evaporator coil iced up for lack of airflow across the coil.