RV furnaces are 'air flow' critical........and have barely enough w/o filters
NO filters and don't add one or you could easily end up with a furnace that will not stay running IF you can get to run.
A/C filter....thin foam material that can get dirty quickly
Monthly at minimum.
Buy a bag of A/C foam material at hardware store...cut out several to fit.
Then you can swap out as needed while you wash/dry used one.
Then when they tear.....toss them out