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Seeing Matt only half answered your questions I will add in your post.
Do the K&N filters come with a seperate outer dry pre filter that slips over the main oiled filter ? (like uni filters)
No the purpose of the fluted design is surface area a uni filter is a oil foam construction they work well but do suffer air flow compared to a K&N due to element surface area.
I always thought the idea of the round drum air cleaner box was for the cyclonic effect ?, as the air curculates the dirt is thrown to the outside ?
Not really its more to do with element surface area with respect to element size. There is many positives with the Donaldson one being they filter well when sized correctly to flow capacity actually down to 4 micron when air speeds are below 4 metres/sec. They are a big element so service life is very good. BUT having tested many Donaldson's on a flow bench and no dust so perfect conditions they flow very well to their stated flow capacity. But they were designed for heavy machinery in low rev or constant rev engines, they were not designed for fast flexible ever changing high revs engines. They fail quite badly at air accelerations imposed by our turbo charged high rev diesel engines which can require air flow accelerations from 50 cfm to 500+cfm in a few seconds. The Donaldson type air box can see very high restrictions when this type of accelerations happen which will severally impede your turbo to spool hence driveability which is our main aim in a modern car or 4x4. In saying that they do a lot better job at accelerations and filtration than a ZD type air box with any type of element fitted..
Using a paper filter you may find dirt/dust in the bottom of the air cleaner box, it was my un-educated impression, an "oiled" filter would "catch" swirling dust particles, rather than letting fall to the bottom like a paper filter will ?
The dust you see in the outside bottom is fine dust or dust particles fallen off the element but the amount is tiny compared to what has been collected in the flutes of the paper element, the K&N collects all particles in the core of the element against the oiled cloth median. For a good design air box you will see fine dust particles in your induction system after the element if you have any oil in the post element tubing you will see a lot of dust but for a good designed air box these particles will be smaller than 7 micron which is proven fact will do no damage to the modern engine. K&N has a oil median so you will get oil spread through out your post element induction system so this fine dust will be collected on this oil, it looks bad but these particles are less than 7 micron so no damage to your engine FACT. (many 4x4 margarine article writers have no idea including the very best of them) Now sadly our ZD airbox cannot and will not keep air accelerations air speeds below 4 meters/ sec so the dust you see inside your post element are particles well above 7 micron. I have only done one field test on a ZD air box with a sticky 30x30mm test sample in the air box elbow. These tests are damn expensive hence only one test but that test piece was a 10 minute run behind an another 4x4 on a dirt road following quite close the sticky had 11.5% of it test sticky area with particles above 7 micron and some of those particles were as large as 80 micron. So in my learned opinion the ZD airbox is total fail with a paper element.
I thought the K&Ns would actually visually clog quicker in dusty conditions because its sticky and won't let go of any dust ?
Yep you have the right idea "wont let go of any dust" that's exactly what we want. So what if you have to clean it a bit more often, but just because it looks clogged or terrible that doesn't mean it isn't doing it's job as intended. You will feel power loss when it is clogged or fuel usage increases..
I run a paper filter and a external foam snorkel pre filter, and had avoided a K&N for the above reasons, but now may be interested in a K&N main filter, after what Mat has said (thanks Mat, more crap to buy now !, lol)
Maybe you should believe your eyes and not your heart with elements. oh I forgot the TB45 airbox is only slightly better than the ZD system its flow capacity to .5 inchers of mercury is only slightly more, it still has the same issues with air speeds, lol but its a TB45 haha it may not have the ability to produce 4 metre/sec air speeds hehe