So it doesnt look like this was meant to be installed the way I described above? By room in the box, are you refering to the electrical panel or gang box?
Your description had many options (panel or gang). So not sure how to answer.
You can not put the filter on the input to the gang box. Since the four gang box has four active breakers, if each breaker is 15A then the box can feed 15 amps per breaker, times four, or 60 amps. So, you *could* pull as much as 60 amps through a 20 amp filter. Saying that, that would allow the smoke to come out of the filter would be under stating the fireworks.
Appearently (or if) one breaker feeds your cameras and recorder (assumed from your description). The filter would electrically go between the breaker output and the wire feeding the cameras. I can't help with the physical location. Electrical code *might* allow you to mount the filter in which ever box the camera power feed is located in, if there is room. I guess that is a home work assignment for you, or the licensed electrician.
If your cameras are fed from multiple breakers you can not use XPF20. Would be better to use an XPPF on each camera and recorder.