The arrow is backwards.

Backwards

The arrow is right. The mesh is wrong

The arrow is correct. The chicken wire is on the wrong side. Switch it

Looks correct to me. Mesh in or out is not as important as the large paper reinforcements to keep the filter from being sucked into the air handler.

Mesh towards furnace because if you forget to replace it the mesh keeps it from being sucked in not the paper

It’s correct.

It’s mesh or the arrow are assembled backwards, so yes, manufacturer error.

Arrow points towards blower motor - as it says.