2003 freightliner Columbia AC issues

Ask for a cabin filter. Not an ac filter. I'm gonna take a guess and say that your set up isn't factory. Freightliner Columbia's did not come with a lot of build options. At least not in in regards to this.
I've worked on probably 200 Columbia's in this year range and they all have had the identical fitter housing with that cabin filter right behind it.

 

Columbia has a filter behind the plastic kick panel. It is strangely shaped and if the plastic retainer clip is missing, you may not realize a filter goes there.

Just look for the opening for recirculated air. I just cut a furnace filter to fit... much cheaper.

The evaporator is super easy to remove and clean, especially since you've already changed the expansion valve. Undo the lines at the expansion valve, remove the plastic kick panel inside and you'll see a rectangular cover with screws. Remove the screws and the cover, hold the wiring harness out of the way and the evaporator will slide right out with the expansion valve attached.

Operate the temp lever while you have everything apart and make sure the blend door seats in a closed position when you have it all the way cold. Turning off the hot water only removes the heat from the heater core. It still mixes outside air with your chilled air, so if it doesn't seat, it won't be as cold as it should be. Your goal is 40 degree air out the vents with the recirculate button activated.