Here is the recommendation from Infineon.
Place the filter (both resistor and capacitor) close to the shunt resistor
• Therefore the eventual noise is filtered directly at the potential source of the disturbance (= shunt).
• This avoids that the disturbance propagates through the tracks between the shunt and CSA inputs and couples to other PCB tracks before it is filtered.
If possible: foresee a place holder for capacitors close to the device pins, but not populated. It is just in case, some noise is coupled from the noisy PCB track to the PCB tracks between the shunt resistor and the CSA inputs.
