Hello Jonny,
Two points:
1. Customization related issues are not covered in community support.
2. I have not much idea what `attribute-filter-custom.xml` is but velocity templates are inside `identity.war` now. From that location ( extract identity.war --> then go to `WEB-INF/lib` --> extract `oxtrust-configuration-4.x.x.Final.jar` --> go to `META-INF/shibboleth3/idp` --> all velocity template files ), identity is generating configuration files and inserting into working file system.