You have given two instances that the ducts are too small (1) the return has been reduced in size (2) the duct bangs. A duct that is large enough for air flow does not bang because it causes less restriction and internal pressure. When a duct is too small it increases the air velocity. When your furnace goes to high speed, the air goes to high velocity and creates noise.
(It is usually a fair bet that part of the bargaining process of getting the new furnace was a statement that you would get a larger furnace than before 'to make sure' or 'just cover bases'.
The chlorine or bleach smell can come from the electronic cleaner making ozone as your sensitivity to smells is very acute. A high efficiency folded paper filter would not give off such a smell.