I dont see any upside to an air filter upgrade unless you're putting on a bigger turbo. The stock turbo is a tight fit on the air filter box so going much bigger(or compound?) would require the intake system to be reconfigured. Along with a FMIC upgrade!
Ive seen a lot of all out alh builds but not a BHW so it would be interesting. I made a post about bigger or compound turbo set ups that would start to spool around 1500 rpm and still be making power without being a hair dryer at 3600 to 3800 rpms (lots of boost to keep egts down) the idea being an engine that sees lots of load but the turbo(s) and manifold stay cool enough to not burn up a turbo blanket and heat wrap. I've been itching to toss one of my spare BHW motors into a boat where the motor sits in a hatch so I can't have glowing red exhaust parts.
Ive also been wanting to toss the bhw into a 4x4 for years now but the mpgs, comfort and handling of the 5 speed converted bhw is hard to beat. Its not a boring ride like an accord or Camry.