As Texas Splash asked "1 - Any chance you have an obstruction after the pump? ", you do in my opinion, if I look at your picture correctly, have a obstruction in your line, your heater right after the filter. You may not agree with me, but let me tell you my situation, even if I don't completely understand it, but this is the way it has always been on my pool.
New pool in 2014. water comes to pentair vs pump from 1.5' skimmer and 2' main drain from pool. from there to sta-rite(pentair) DE filter. after it leaves filter, there is a pentair valve that I have to set, either to return to pool, or to run through the heater, (the same way yours does), but you have no valve there to turn it to let it go to the pool without running through the heater (the obstruction). Like I said, you may disagree with this story, but it's the way my pool works since day 1.
OK, If I'm not heating water, water back to the pool, no air in pump basket filter under clear lid at any speed. From 1200 to 3000, no air. For hours during the day at 1500 to skim for good Florida pollen (lol), no air. Turn off pump, over night, it's a closed system, no water drop out of filter, pump. anywhere.
OK I turn valve to run water through the heater to heat the pool. Here's where it get interesting. I run the heater (mostly in spring or fall to keep temp up from cooling nights), at about 2000 to 2400 depending on air temp. It's a Pentair Ultra-Temp, not a gas unit. Just 400 rpm makes a little difference, and the throw of the valve a lot of difference The heater, the obstruction. At 2400, I get a very small amount of bubbles in the basket, at 2000 rpm I get a little more bubbles in the basket. They will keep accumulating a little more, the longer the water runs through the heater. OK, so we're swimming, and the pool heats up to temp set, the heater shuts down, I don't get out and turn the valve to stop the flow through the heater, and later in the day when out in pump shed (as I call it), the basket from running all day has even more of a bubble in it. Pump turns off later in the day automatically. The next morning I go out to the shed, and I purposely leave the valve thrown to run through the heater, without heating, so to just have the clorine running through it. My vs pump ramps up to 3000 on 1st start up, and then down to my pre-set speed of 1500 for skimming the pool. The 3000 will clear the bubble from the basket. But at 1500, through the heater, the bubble will start accumulating through out the day, and if left to run all day like that, will be a pretty good size bubble. Water above the basket, but sloshing around enough you can see it's movement with the pump running. I can go out and close the valve later in the day, to isolate the heater out of the flow, leave it at 1500, water to pump-filter- to pool, the bubble will be drawn out and disappear, even at 1500. No water through the obstruction after the filter on it's way back to pool--the heater.
You may find this strange, I do. But it's what my pool does, and has done from day 1. I don't think I have an air leak either, closed system, the water (with everything off), never goes out of the basket, or the de filter, (I can open the air blled valve at top of the filter), and get just water--no air.
It could be worth a shot to isolate your heater, to try it.