That's interesting. Have you had the filaments stained and examined microscopically? Have you done that with the threads in your haur? Have you had any cultures done on your hair or the filter water?
A while back a person wrote in about the filaments that he was combing out of his mustache. He was taking a lot of olive oil so I suggested that the olive oil was solidifying as it came out of the oil glands because the temperature was lower outside the body.
Have you contacted the company which makes the filter? They may have some images of objects found in their filtered water.