Apart from possible motorboating due to poor filter capacitors, that low frequency oscillation/peaking/motorboating is typical of feedback amps whereby the feedback rolls off but leaves a small range of low frequency where there is effectively a gain hump. That gain hump moves around in frequency and gain with output transformer signal level (as it is related to the OT primary inductance, which is related to signal voltage excitation).
A common technique used in hi-fi amps is to roll-off the forward path gain - which I think is what you are doing with your added high-pass filters - along with lowering coupling cap values. An additional technique is to modify the coupling caps to form a step network - see App B in http://www.tubebooks.org/books/gec_approach.pdf
PS. if you want to try the step / shelf network then there is a good article on design by Roddam in: