There are a few different ways to pronounce Latin words since it has been around (and in use) for so long for many different purposes by many different people. In addition, there aren't very many people who regularly speak Latin aloud so it's hard to say various pronunciations are wrong. Put that together with the fact that the Duolingo Latin course uses sound clips from volunteers and you're bound to have issues with being able to distinguish different words by sound alone when you're starting out.
That said, I was taught that the difference in pronunciation between -i and -ae endings is -i rhymes with the English word "see" (or with the pronunciation of the letter e) and -ae rhymes with the English word "sigh" (or with the pronunciation of the letter i).
The endings of both words in the phrase filii mei should sound the same (since they are the same), phonetically "fill-ee-ee may-ee". The same is true for the endings of both words in the phrase filiae meae, phonetically "fill-ee-eye may-eye". Just stick with it and you'll get it soon enough. :)
The LatinTutorial channel on YouTube has an episode called "The Latin Alphabet - Vowel Pronunciation".
Roughly, the final "ī" in "fīliī" should sound like the first "ī" in "fīliī"; the final "ae" in "fīliae" should be a sound that appears nowhere else in the word.