Source/splitter filter is to read the source file and splits video, audio and subtitles (or more) streams. Renderer filter is rendering video/audio and sends to the video/audio device. Transform filter is anything else, that comes between the source/splitter filter and the renderer filter, e.g. video/audio decoder, video/audio processor, subtitle filters. MPC HomeCinema searches for a filter in each of category in this order:
Source/splitter filter
1. Options > Internal Filters > Source Filters: checked filters
2. HKEY_CLASSES_ROOT\\Media Type\\Extensions
3. Options > External Filters: preferred filters
4. Registered filter of the highest merit value
Transform filter
1. Options > External Filters: preferred filters
2. Options > Internal Filters > Transform Filters: checked filters
3. HKEY_LOCAL_MACHINE\\SOFTWARE\\Microsoft\\DirectShow\\Preferr ed
4. Registered filter of the highest merit value.
Renderer filter
1. Options > External Filters: preferred filters (Loading a renderer this way should be avoided.)
2. Options > Playback > Output
Any guide that says otherwise is wrong.

As for MKV source/splitter filter, if you uncheck the internal MKV, LAV Source Splitter will be automatically used because it is in HKEY_CLASSES_ROOT\\Media Type\\Extensions\\.mkv. (Be careful with Haali, it overrides it if you reinstall it.)
As for transform filters, usually you don't have to uncheck any internal transform filter. If you don't like an internal transform filter, just add your preferred transform filter in External Filters and set it to Prefer, that will override the internal one.