For a man who uses the word science a lot in his posts you sure dont know a lot of it *grins*
The increase in level is simple.
You are hipassing , therefore you are phase shifting the increase in level is purely a result of the phase shifting.
The reason why your waveforms change shape is because by hipassing them you ARE CHANGING THEM.
Therefore they will change to reflect those changes.
Pretty simple really.
It will happen to ANY waveform.
Nothing is broken , nothing is wrong its just a simple fundamental (no pun intended..... honest) fact of life.
Think about it.... A complex waveform is the sum of the fundamental freq and all of its associated harmonics, by hipassing you will be removing some of the fundamental. The scope is simply reflecting that change.
Remember also that although you may be setting the filter at 4hz or whatever thats its -3dB point. It will start hipassing much higher up than that and as you are filtering extreme low end ..... Do I need to continue.
Yoozer said you are probably over thinking this , the problem is you arent
You are missing some fundamental understanding of how waveforms are constructed and how filters work. If you low pass a complex waveform enough you reduce it back to a sine wave you are doing the opposite.
If you think about it a bit it all makes sense..
Sometimes its better to stop worrying about why's and wherefores and just make music at the end of the day no one is going to judge or otherwise value your song any differently because of a few hz difference in the bottom end that no one is ever going to hear let alone car about.
I would reccomend that out side of a classroom or engineering workshop oscilliscopes are of very little use.
Let your ears be the final judge.
Scopes are very good at making people go down completely the wrong direction just look at the thread on compressor analysis. Thats a whole heap of nullshit right there.
YMMV/Enjoy etc etc yadda yadda.