Additional Moisture Filter Needed ?

If they can't guarantee their air is dry, don't use them. You don't want moisture in your tank. I'm confident that they will be using a commercial type of compressor that should supply well filtered and separated air. Using a filter between your tank and gun is not necessary. The only way that liquid from bad air in a tank to pass into another tank would be if that bottle was turned upside down when filling and then only if the valve's snorkel was removed.