So I've gone ahead and pulled all of my drain plugs, let it sit when it was warm for any water to evaporate, and drained my pool filter. Any other things I should do for the freezing temps? I'm looking at insulating the pipes but more worried about the housings of the filters. I don't think anything should happen to them just from getting cold right?

So 2 freezes ago I found out my waterfalls aren't on the freeze protection, so they froze over and pump busted. Then a month ago, I had a pvc elbow freeze and break even when it was running the whole time. So I'm done with this and decided to drain all pumps and filters and not have to run it continually for 72 hours.

Water in pipes can freeze if the pipe isn't full and you won't have a problem. You don't have to get all the water out, just some so that there's air in the pipes. Only other thing to do is open the backwash valve. That will let warmer underground air into the system that will make it more difficult to freeze. Also open the pressure relief valve on the filter so that the warm air will constantly trickle up and out through the filter.