See that’s your problem right there. You confuse $40 in parts and a weekend with experience. I have been designing speakers for professional applications for the better part of 2 decades. When you lack experience, you may be able to convince yourself with $40 in parts and a weekend that bypassing a capacitor that is ideal up to nearly a MHz provides some benefit other than just changing the total value. I don’t have such a luxury.
Pick a large respectable high end speaker manufacturer. Magico, B&W (high end), Wilson. Do they bypass their large capacitors with much smaller ones? No. Could they afford it? At those margins, of course, small capacitors are inexpensive. Why don’t they? It will have no benefit. Do you honestly believe these companies don’t know any better?
My comment is specifically about crossovers. I will leave power supplies to those that know better, and the same for capacitors passing audio signals in amplifiers and other electronics.
That’s your problem right there. Research without experience. $40 in parts and a weekend is worth more than all of the Internet.