Now I think I got a bad new filter. Help

A common misconception is that a fuel filter should be completely filled with fuel or something is wrong.
This is not necessarily the case, as it is VERY common for a fuel filter to have a bubble of air in it unless it is standing vertical.

I'm not say there isn't a problem with the fuel supply, only that air in a filter is not a firm diagnosis of a problem.

Well, LOL, "we" should not even be able to see it because we SHOULD be using metal filters, LOL