Does an EMC/EMI filter like https://www.valinonline.com/products/508-110 go before the VFD or after the VFD on the cable that goes to the spindle? Also, if I use a filter on the output side of the VFD, would this protect both the VFD and the motor?
Do not put ANYTHING between the VFD and the motor. Check with the VFD manufacturer on what you should use before the VFD. Typically a line reactor is used.