A 4/4HP or even 1HP jet pump can only build 70-85 PSI max. So almost any filter should be able to handle that, which makes it no problem to put the filter before the CSV.
And yes a check valve is needed. It can be on the discharge side of the pump prior to the Pside-Kick kit, or can be on the suction side of the pump. If the pump is lifting from a well and has a footvalve, the footvalve is the only check valve you need.