There's far more than just the filter differences. The oscillators, filters, and the envelopes are different, as well as there being more modulation in the X-Mod compared to the Poly Mod.
You gotta remember, most analog synths can produce the same sounds that are indistinguishable for the most part. But when you approach the P-6 and the OB-6 for their own distinct character, you'll clearly hear the differences and see where one can go where the other can't, and also more importantly how one compliments the other, more than you would imagine.
That's been my experience with both the OB-6, and the P-6 for the past 3+ years of having these two keyboards stacked alongside me on a K&M Spider Pro. Yeah thats how crazy I am about these two synths to spend $440 on a double tier keyboard stand at the time. But I only wanted the best for the best. These are clearly 2 modern classics with their own blend of modern and classic tone. Keepers to the end.
I've tried a few decent ($300-400) effects. Always went back to the internal effects. No need to drown my tone. Less is more, and savable with the preset. As for the Zen Delay Pedal, I never tried one. But hopefully the person who responded above had given you enough insight as to whether it's worth trying. Everyone's tastes are different. There's no right or wrong way to sculpt your sound until you know what ultimately works in any particular situation.