Yes actually I am, and a dirty filter does nothing but restrict air flow which unless OP dipped their filter in concrete, isn't restricting air flow enough to cause the type of problems OP is having.

If OPs furnace is blowing cold air, he has air flow. What OP doesn't have is heat exchange which means there's probably something wrong with the source of heat, be that be gas, electric, or heat pump.

Bottom line is OP needs to call a professional and not take advice from people on the Internet who have no clue what they're talking about. Especially because it's winter.