Anytime I set up a new filter I rinse it thoroughly with tap water, and run some carbon. Various solvents & other chemicals are used in the manufacturing process of plastics, and more than likely the only thing the guy running the injection molding machine knows about fish is that they taste good on Friday.
This sounds like chemical exposure to me, a few large water changes using a water conditioner that takes care of heavy metals should help, along with plenty of fresh carbon. If you plan on using the new filter take it, along with any hoses, media containers, and anything that will contact water, and rinse it with tap water.