Diesel head,
Which filters are you planning on changing? The air filter is the only one that will affect fuel mileage.
To determine if the timing chain needs replacement, you have to check the elongation. There are many posts here how to check it. Use search function. If the cam is late less than 4 degrees, the timing chain is OK and IP timing is OK. If more than 4 degrees you should replace the chain or put an offset woodruff key in the cam drive gear. If you use a woodruf key, the IP might need timing.
To know whether to replace your injectors you have to take them out out of the engine and take them to a Diesel injection shop and get them tested.
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