If you have any residual noise with that sensitive tweeter, you can replace your 1st-order DSP filter with a capacitor (5kHz in your 1st iteration example). It would knock down any remaining noise, and provide some measure of protection against issues and accidents.
Yes, I essentially agree with you regarding the needs of low-pass UHF-cut filter(s) in DSP EKIO and also physical protection capacitor(s) for tweeter (and super-tweeter).
Just for your possible reference,,,
As for high-cut (low-pass) filter cutting-off possible UHF (ultra-high Fq) noises, in my almost completed/established DSP(EKIO)-based multichannel setup (ref. here), I set -48 dB/Oct low-pass (high-cut) LR filters at 25 kHz for my midrange-Beryllium-squawker, Beryllium tweeter and also for metal horn super-tweeter (ref. here for summary of "my" rationales.)
As for physical protection capacitors, I use 68 microF (400 VDC) film cap for Beryllium midrange (covering 500 Hz - 6 kHz), 10 microF (400 VDC) film cap for Beryllium tweeter (covering 6 kHz - ca. 15 kHz), and also 10 microF (400 VDC) filme cap for metal horn super-tweeter (covering ca. 8.8 kHz to 25 kHz) (ref. here). Of course, I carefully measured the Fq response before and after the protection capacitors (ref. here and here).