Phase (more strictly, Absolute Polarity) is dependent on the recording. Some recordings are carelessly mastered with inverted phase, which does subtly impact image definition. Originally, my OCD tendencies caused me to check and tag every album I played. Since then, I worry less about it - partly because I worked out that the correct recordings outnumbered the inverted ones by over 10:1 (from distant memory). And partly because gradual improvements in my upstream components improved both right and wrong phases, to the point that the wrong phases often sounded "different" rather than "worse".
Nowadays, I just leave phase as +ve (on) and don't worry about it. If a particular recording seems to be a bit too "phasey" and diffuse, I'll try it the other way. Sometimes this makes it better, sometimes worse, and sometimes just a bit different,
Note that some manufacturers carelessly produce components (e.g. a streamer, CD player, amp) that inverts the phase. That is another reason for the phase switch to correct another component in the chain. But I think that's not very common, and I've never come across it.
I always have HF Filter off - it's a touch more transparent that way, but it's very subtle and no big deal really should it be accidentally on.
Gosh, my preference for CF1 was back in 2016, when I first got my DAVE and tried CF for the first time. I've been using mostly CF2 for years since then.
It does take time to get used to the pros and cons of various CF settings. There is no right or wrong answer. As well as reduced width, you do lose some air and sparkle, which gets progressively worse with the higher settings. It is that apparent loss in transparency that I think causes some people to shy away from CF when they first try it. Pros and cons - it's having to choose the lesser of two evils, but still a first world problem that doesn't need to be sweated over if you're not bothered.