The back to back Ethernet filters containing ferrites and caps are well established, so filtering on Ethernet lines is effective.
Well established to work by who? This it not IT networking, but audio. The ferrites not only will choke the signal by creating a magnetism effect, effecting not only the insulator and shield in the cable, but start to magnetise the connecting components. This is why no serious high end equipment uses ferrite chokes, only cheap stuff and the products by EE types who design by theory alone.
With all due respect, what audible effect ferrites have in an analog cable (signal or power) would not necessarily be consistent with how they may work with digital cables.
In the days of SDIF cables (and later USB), I noticed ferrite had the exact same effect as signal/power. And they are considered a digital signal, although possibly not the same type of digital signal as ethernet.