Looks like you have a lot of sediment in your water. Assuming they are standard sized filters, you can buy separate sediment prefilters. Based on your picture, the water should be flowing from right to left. So, the dirty filter is actually the first filter, not the last one.
Water source should be coming in from the right, into the sediment filter, then to the carbon filter, and then to the RO membrane, and back to the DI canister