It does sound like a fuel delivery issue to me, it could be metering but I think given it's behaving normally below 4k, fuel is more likely.
I think get your pressure gauge extension, confirm you're seeing a drop in pressure, then go from there.
I agree brown filter sock is nothing to be concerned about if it's clear of debris, but it's best not to assume anything, just start at the tank and work your way towards the injector until it clears the issue.
If you start running out of ideas, it may be debris in the lines, cutting the filter open might reveal something, but as it's a new filter maybe leave that for later so you don't waste money.