The idea of focusing with white light and then printing with yellow filtration was to help rule out the possible violet/UV issue, which probably doesn't exist anyway. The yellow filtration (in your case, Ilford #00) would expose your paper mostly to green rather than blue and shorter wavelengths, so theoretically it would mostly take non-visible light out of the equation as a possible source of error. However as I said even if this problem exists, which it likely doesn't, one would expect it to cause the same type of focus error with or without the magnifier, so to me it would not help explain why the prints focused without the magnifier are sharper.
As for your Componon-s lens, I would be very surprised if there was a focus shift when stopping down to the working aperture. You should be able to focus wide open.