So I tried using 0.1u and 1u monolithic multilayer ceramic caps (these guys) in both a multistage RC filter and multistage LC filter and I get the same result (R=2.2k, L=4.7mH). The first stage attenuates the noise from ~100mV to ~30mV but the second stage does nothing. When I simulate this in LTspice a multi-stage filter has a clear effect and works as expected. I found another paper on filtering dc-dc converters so I'll read that and see if I can do anything differently. I'm pretty confident the noise is ~400kHz after taking as closer look on my scope again. It's clearly visible at 1us/div, and the scope has a BW of 100MHz so there's no reason to suspect this is inaccurate. But the noise is exactly the same after the 1st stage and second stage of a multistage filter (RC or LC).

As for the rectifiers yes, I did. I just replaced them with diodes and just connect the negative of the source to the input of the bottom supply. They work the same way on their own, as expected. The problem is I don't know how to then connect them. Maybe it's just a simulation issue because I need to put a GND node somewhere but making Vout2 GND and the negative of the top supply common GND does not work. When I do that the top power supply works fine, but the negative of the bottom power supply (which I want to output a negative voltage) just outputs a 40V sine wave, which is because, I realized, it's connected directly to Vin (the positive of the source). So maybe I'm missing some obvious way to connect these (very possible). Or maybe I actually need to sources or a center tapped transformer? There's no option to put an image in a comment otherwise I'd show you my schematic.