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Still I do not like huge (2n+1) harmonics in the output of the biquad filter, I do not get them in the simulations. They are absent in the time series as well. So this is not a psd-estimation effect.
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Excitation generator created these harmonics. When I applied low-pass butterworth filter, I've got the result of online filtering close to simulations. On the second graph blue is biquad filter output spectrum, red corresponds to DF2. 1 Hz sin wave was filtered with a notch filter of Q=100, depth=300 at 1 Hz.
 
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