Apply FIR filters to Extract Stego from WAV data
I never worked with Python or SciPy, but I don't see the sense in the actions you apparently perform in your code.
firwin provides you with the time-domain filter coefficients, which are to be convolved with the time-domain signal you wish to filter.
What you do in your code, is convolve the time-domain filter coefficients with the frequency-domain signal - which makes absolutely no sense.

What is the point of converting the signal to freq-domain (doing FFT)? Is the stego analysis/decoding performed in time- or frequency-domain?

If your processing chain requires conversion of the signal to freq-domain, for some purpose, then you don't really need the FIR filter, since you can get rid of the undesired frequency elements once you have the signal in the frequency domain, by simply zeroing-out the undesired frequency bins of the signal.

If the only reason for calculating FFT of the signal is to filter it - then there is no need to do it, as you can simply convolve the time-domain filter coefficients with the time-domain signal, as I explained.