In contrast to the loudspeaker, where it is not possible to remove harmonic distortion with a filter (sometimes it works by changing the crossover frequency), it should actually be possible with a recording (since the distortions are already directly included in the signal).
However, the filter must act in the frequency range of the suspected harmonic distortion, i.e. at twice the fundamental frequency for HD2 and three times for HD3,...
To do this, cut a short music passage with the location of the audible distortions and make a frequency analysis. Then find the fundamental of the distortions and find the harmonic distortions that match it.
Here is the analysis from a short music passage of the Granada piece. My guess would be that the fundamental around 2530Hz at -5dB, causes harmonic distortion. At 5060Hz there is HD2 with -40dB. That is about 1.8% related to the fundamental, which could be quite audible.
Possibly also 0.9% HD3 (I'm not sure about that, because the frequency doesn't match 100% and I don't use Audacity enough to be able to judge it)
View attachment 102380
In this case, a filter around 5060Hz would have to be set to suppress the presumed HD2.
However, at 5060Hz it could still be an overtone of the singing voice, then it would not be called harmonic distortion or the orchestra also could produce tones in this frequency range.