Jeffrey is right that going to a .1 will only make it worse. The impedance of a .33uF cap is 24,000 ohms at 20Hz. That means even with a relatively high amp input impedance of 100,000 ohms the response will be down about 2dB at 20Hz. That's quite a bit. It will be worse if the input impedance of your amp is lower.
That compares to only about - .3dB for a 2.2 uF cap.
I think your caps are too small if those are the output caps. Are you sure they aren't the caps between stages?