Just spent the last few hours scrutinising the low pass filters. Found a couple of mistakes. One choke with a winding too many, and another wound backwards(!)....
I rebuilt the 20m unit just to be sure. The results are the same.
If I select the 17m filter and transmit on 20m, the result is as expected, an increase of around 300mW, and approaching 1W through the 15m filter.
I then made a bypass filter and tried that on a dummy load. That was around 2W.
I guess the filter is doing it's job well.