I use only female connector on the filter box. It means I have to use an extra interconnect cable. I'm fine with that.
You can see it in at that post:
https://www.audiocircle.com/index.php?topic=192251.msg2012702#msg2012702
I'm don't know why you have interference: could it be that the filters are too close to each other?
I was trying to figure out a in which I wouldn't have to get another set of cables involved. I do think you are correct about the filters being to close to each other. I did look up to see if there was tape that I could wrap around them and it does exist so I may give that a try.