I've figured out what might've been my problem, and I suspect it's not related to my wiring, the filter, VFI or spindle. The wall outlet I was originally plugged in to had a faulty ground; confirmed by a plug tester. When I switched over to the extension lead from another breaker and a functioning ground, I may have let charge from the CNC itself exit via the new ground.
The reason I suspect this is because after discovering the faulty ground, I switched the power back over, and used a non-contact voltage detector all around my workshop, and found that the CNC, and even a wooden table had current in them. It's time to get the electrician over I think. This is above my paygrade.
Regarding the Meanwell clone; for now that's just handling my steppers, and the Duet. But I may have the budget for a proper supply in due course, and as you say it's probably a good idea.
I'll check the resistance on the spindle etc shortly. My VFD's UVW connectors are showing some continuance between one pair, but not between the other. I suspect that's going to be due to the component that blew up inside it.