I can only think of one filter that might leak; that's the HST filter. There is a ruggized winter filter available from NH that can take the pressure in that system (when cold, up to 300 psi). If you can't find the filter at your dealer, I would suggest you go to
Messicks.com and look up the winter filter or call them directly by telephone. Neil Messick is a TBN contributor and a NH Dealer. I order all my filters from him. His dealership is in PA and I am in TX, but I can order from him and a few days later the UPS truck rolls up to my door with my "stuff."
Oh yes, the HST filter must be tighter than any normal car oil filter. Tighter is better to keep the seal from blowing out.
On busted hoses, check with your NH dealer or a local hydralics shop about getting 4000 psi hoses. I suspect that the hoses you've blown are the short curl cylinder hoses on the loader. Those are the ones that take the most abuse when doing loader work. They are about 18" long and not too expensive. I have replaced all four of mine and have not had another busted hose.
Leaking fittings...well, how much leakage? I think slight leakage sometimes looks like more because the fitting "grows" a dust "beard." due to the tiny bit of oil attracting dust. If your fittings are seeping and dripping, then they probably need to have some hydraulic sealant or careful application of teflon tape. Just tightening might do the trick. In general, I think every tractor owner with hydraulic fittings has to accept that at some time there
will be some leaks. It's just the nature of the "beast."