I understand that these filters remove microbes, but what about unwanted or dangerous chemicals? Heavy metals, industrial chemicals, dirt, etc? Are there affordable and portable water filters that remove these things?
Does a carbon filter combined with a micron filter remove both microbes and chemical contaminants?
You will need an ion exchange system to get rid of dissolved metals in the water. There seems to be a few portable purification systems which include a such, like this one, but I have no idea of their effectiveness.
Ion exchange certainly helps. The issue with ion exchange is it’s capacity is limited. So you always have to compromise weight vs longevity.
Three steps covers more obviously. That will cover the lead I mentioned. It may cover the arsenic if the water also contains iron.
You can establish a purification regiment to get dam near everything but everything you add increases size and wieght. When it comes to something you can carry, if you are going through an area that has been polluted, the lightest option per gallon will probably be fresh water. If you are going through wilderness where water may be contaminated but not polluted the above filter would be a good choice.
Personally for the long distance hiking I do my main concern is bacterial contamination, I carry chemical treatment for that purpose.