It needs to be connected across the speaker (ie after the filter) because you need the meter to measure the voltage across the speaker not any voltage drop (if any) across the filter.
You'll only get 9.8 volts across the speaker at maximum output, most of the time it will be much less. I imagine that the 12 volt supply is to light up the lamp in the meter, so you would need to arrange a separate supply for that (not from the speaker terminals).
If you search for a 'VU' meter it may already have the rectification built in, so you would just require the resistor (and optional variable resistor). However, it might need different values for the resistor, so if you change the meter, let me know and I'll work out the new resistor values.
"Don't believe everything you read on the internet". William Shakespeare 1615