this is a somewhat "crude" example because i only used a few harmonics, but this is an illustration of the effects of HPF on a square wave*...
pic 1 > here we have 5 sine waves (1k > 9k, odd). notice the phase relationship they have.
pic 2 > this shows the 5 sine waves and their "sum" (white), which is a square wave.
pic 3 > here are the sine waves after a HPF is applied. notice their phase has shifted and they no longer have the same "relationship" as in
pic 1. (note the fundamental (blue) has been shifted significantly.)
pic 4 > this shows the "sum" (white) of the sine waves with the HPF applied.
(*i know this is technically not really a square wave but it is close enough for this example...)
(sorry if all the bright colored squiggly lines are a little confusing...)
edit: here's a nice animation of how this gets constructed one sine at a time...
SquareWave.gif