Do check the carb boots to manifold for proper seal. Squirt WD40 at the junction point to see if the engine speed changes.
You should be able to twist the idle speed knob so you don't have to hold the throttle.
The exception is that when cold, the engine needs more throttle opening than when hot. This is normal, as the choke has no direct coupling to the throttle. The idle speed is normally set when the engine is at full operating temperature.
When you cleaned the pilot jets, did you check that light could pass through them for proof, you did you just assume they were clear?
Both the fuel valve outlets are in parallel. The fuel just falls out the nearest one from source supply first.
Originally there was a "sock type" filter in the tank. If it is in proper condition, you simply do not need inline fuel filters. However, Mr. Ham hands frequently destroys this fuel valve assembly, assembles it wrong, and leaves essential parts on the work bench in favor of a joy ride.
For this model, the filter sock was integral with the "stand pipe" inside the tank and has a "D" interface with the fuel valve, replete with "D" shaped gasket. If assembled correctly and with the proper parts, the stand pipe feeds fuel to both outlets, until the tank level falls below the stand pipe. In transition, the nearest outlet tends to get more fuel than the far, which starves two carbs first. Switching to reserve feed from the tank bottom, again to both outlet. Nearing complete empty, again one outlet pipe gets cheated by gravity. Related, is the tank design which drape over the frame causing two low points. The far side can have a higher level as the tank empties. Stopping/starting sloshes fuel over the hump, which tends to even things out. When the bike is stationary or lacks forward/rearward inertia changes, the far side typically has more fuel left after the valve side has drained dry.
Choke is on for starting in the up position and down or off for the run position. This arrangement has confused some people who have never seen (or read) the owner's manual.
When you get the idle speed down to 1000, do the header heat test again. The pilot system can be overcome with fuel from the throttle valve supply at higher throttle setting. So, a pipe can be hot with throttle open and cold at idle if the pilot system is still plugged. The opposite can also occur, but is less likely.
Kind of a shame you don't know about the mains emulsion tube cleaning status.
Cheers,