The disadvantages to filing after you have left is that the company will be less motivated to settle with you without going all the way to trial. If you are still working there, they are motivated to settle with you because they want you out of their workplace.
There are some advantages to filing after you've left. You don't have to deal with THEM any more on a daily basis. You fight with them is now done mostly on paper, so they can no longer ruin your work day, day after day after day.
Since you already have a new job, your "damages" (money you lost because of them) will be less. If they forced you out of a 50K per year job and you are unemployed, then you rack up 50k in damages every year. If you found a replacement job that makes only 25k, then you rack up 25k in damages every year.
Lawyers like to take cases with high "damages", because the lawyer takes 33 to 40%. It's crazy, but your lawsuit is not as well off because you are better off. But in the end, the best thing is to take care of you and not worry about them.
If they really retaliated against you in a bad way, there might be emotional distress damages you could recover, but those are tough to prove.
Make sure you file with EEOC or your state dept of labor within 180 days of the bad event. If that has past, be sure to file within 180 days of when you quit.
And, congratulations on getting out of a bad situation and making your life better! That's the most important thing.