1.) Make sure your output on the header tank(to carb) is higher than the carb.
2.) you on;y need 1 fuel filter. from header tank to carb.
3.) Its sounds like you have it hooked up correct. Pressure line from exhaust to pressure port on main tank. Main tank feed, to top pressure port on header (must be on top) then clunk (main output) on header to filter then to carb.
4.) It is a little bit of a pain to fill header, this is how I did it. I filled main tank. Then I crimped fuel line just before carb. Then I took pressure port of main tank, and I had a long piece of fuel tube I stuck on and blew into it. This will fill the header tank to just about 3/4 of the way. You may have to open main tank lid every now and then to relieve pressure from blowing.

Let me know if this does or doesn't help. If it doesn't can you take a pic and poet it so I can look at it.