At last water change, I raised the water level to reduce the surface agitation. It seems to have helped; Little Henry is now building bubble nests in his feeding ring! LOL
Actually most male Betta's will not build a bubble nest in a filtered aquarium. Males for breeding should be kept in a min. of 10 gallon tank. They will not get a breeding stimulus in shallow water. (This can vary there's always exceptions). Also if you have a female Betta (Separate tank please) that will start him on his way as well.
Filtered water moving at more than a trickle will tear apart his nest and he will give up you could place some floating plants on the surface and that may hold it together as he builds into it. Some males won't build one at all until they see a female. It all comes down to the personality of your Betta. But bad water as your describing will not help. Send me a msg if you need help cycling your tank. I'd be more than happy to help.