Your blue filter is fine for taking the brightness off the fuller moons, or you could go for a neutral density (ND) filter for a grey-scale light reduction rather than the coloured filter, and they have adjustable polarizing filters on ebay for not much money so you can adjust the brightness level. OIII is a good all-round choice for most nebulae, and as others have said a decent broadband light pollution filter may help a bit with galaxies, but they're usually pretty faint so I find no filter at all is often the best chance of spotting "something".
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