Putting the filter in the return line should not change anything as far as performance, it is just a filter.
Hopefully you have a bit of air in the system and it will work out.
Do remember you are in colder temps and
it affects the oil's ability to flow.
If possible, have it inside where it is warmer.
Do not use tractor fluid "303" in anything in lower temps.
Many complain using it in winter, some larger tractors/construction equip refuse to operate with it, as it is just too thick.
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