You need to get a cheap TDS meter so you can check the condition of your filters. EBay is a good source.
No, not at all. It should read close to zero. That sounds more like the incoming water.
Hmm. On my unit the blue is pure and the red is waste. Whichever is coming out the slowest should be the pure. Double check to make sure everything is connected in the correct order. The TDS should be 0 or very close to it.