This is quite a tough problem to solve, as there are many aspects to consider.
I recently had the opportunity out of curiosity to reverse engineer a very similar filter choke that came out of a commercial 1.5 Kw 240 volt grid tie inverter that switched at 20 Khz.
This particular circuit is a full bridge operating at 200 volts dc and drove the primary of a 2:1 toroidal step up transformer to transform 120 primary volts to 240 secondary volts. Its a bit different to what you are doing, but nevertheless its still kind of relevant in a way...
The series choke is 2.7mH, and rated at 15 amps rms, the shunt capacitor being 5uF. By measurement, the shunt capacitor resonated with the transformer primary inductance at about 85 Hz. It seems that this avoided any large resonant buildup of energy at 50 Hz when the inverter runs unloaded. And the 5uF was sufficient to shunt most of the 20 Khz switching energy.
Now the choke itself is a pair of very ordinary cut C cores made from wound 0.3mm grain oriented silicon steel strip. Cross sectional area 16mm x 40mm.
There are two windings each of 44 turns of 2.8mm wire, one on each limb, connected in series. It is not known if there is an air gap hidden in there, but its quite possible.
This choke mostly has to withstand about 13 amps of 50 Hz current, and the grain oriented core will have a suitably high flux saturation level to handle that.
But at 20 Khz, the flux swing will be 400 times less, and the resulting eddy current heating loss in the core appear to be so low that it is not a concern !
I did work all the magnetics out, but that particular piece of paper is now long gone.
As for the origin of this choke, it was a Chinese manufactured product, and I could find nothing on the internet about either the Company that made it, or the particular choke.
I rather gather it was probably custom wound for the inverter manufacturer, and probably not an item for general sale as a standard component, so no luck there.