I'm not sure if there are any hidden filters, but there will be the obvious hydraulic filter and engine oil filters.
When you drain your chain case oil, you need to get in there with rags and mop the bottom of the case out. There will be like black sludge at the bottom which is metal particles from your gears, sprockets and chains. This is totally normal (unless there are large pieces), this is why you need to mop it out, so you remove all the bits you can.
The noise you mention, are you running the machine at full throttle? if not, run it at full or near full throttle and see if it is better. At low RPM, its normal for there to be quite a bit of noise from the hydrostatics and hydraulics. You should really run it at max or near max speed when you are working it. I let mine idle down when its just sitting, or lower throttle when going down hills.
As for your hydraulic oil, if you haven't changed it (or your dealer) its a good idea to dump it, i think its suposed to be changed every 1000 hours. Some people in here use the oil oil from the hydraulics for the chain case. As your hydraulic oil is filtered, its as clean as you can get it. Its just an option if you don't want the expense of buying 30 os so litres of oil just for the chain case.