How to set a Carrier Wave for DBPSK Modulators in gnuradio?
Short answer: yes; digitally mixing this up to a carrier frequency and just using the real part will suffice. For more info, refer to the usual "complex baseband" introduction. 

Your filter question is completely impossible to answer – it depends on the characteristics of your transmission and your audio channel, and you mention nothing of that. 

Also, you say DBPSK is fast. I don't know what you really mean with "fast", here, but I assure you that a 1bit/symbol modulation isn't per se a very efficient one. Unless you're in a very special case, you typically stay far away from being a good modulation – it's easy to demodulate, indeed, because you don't need knowledge about the initial state and hence can vastly simplify synchronization, but that makes it an especially spectrally inefficient modulation. That means you waste bandwidth that you could use for more bit/second in favour of a simpler system.