Conent filtering does take place before user redirections. The processing order for the ones you've mentioned is SPAM filtering, content filtering, user redirections.
Make sure you have SMTP authentication enabled to prevent being and open relay and getting blocked due to unauthorised relaying of SPAM via your mail server.
Content fitlering is very powerful but can also be difficult to set up correctly for comlex rules. If you want, you can send me your smtp.ini (SPAM filtering), content filtering.ini and any related user configuration files to
chris@code-crafters.com with a more detailed explanation of what you expect these settings to be doing and I'll have a look for any problems with the setup and how to improve it.