yes there is another filter.
Inside the VST is the high pressure fuel pump. VST=vapor separator tank. In order to gain access, you remove the top half of the VST, and the pump comes off with it. At the end of the pump is the filter. Commonly clogged with stale fuel, etc.
Also inside the injectors is a tiny screen that is a last resort for filtering fuel. I've seen those get plugged too, from sitting for long periods of time. The screens are not replaceable-have to get the whole injector.
I don't remember when, but there was a recall issued for some of the F40's that dealt with this exact problem. Have a dealer run your PID (product ID) aka serial number and they can tell you what-if any-modifications need to be done.
The models affected were (well-this is what I had in my notes, double check with the dealer)
F40LA #6BGL-100001~1012938
F40LEHA #s 6BGL-1000038~1012919
F40JEA #s 6BGS-1001225~1012223
and
F40JEHS #s 6BGS-1001264~1012724
If your motor falls into one of these, and hasn't had the modification already done, you may be eligible for a free VST pump, filter, and gasket.