Hi,
An ideal lowpass filter will let all the frequencies under the cutoff frequency (2KHz in your case) pass without any change and filt out those greater than the cutoff frequency totally. Theoretically, when the order is infinte, you'll get an ideal lowpass filter. However, infinte order is not practical. Firstly, you do not have all the history data of the signal (since minor infinte). Secondly, the computing is impossible for infinte filter length. So when the order is a finite value, the lowpass filter is an approximation to the ideal filter. That means the frequencies under cutoff frequency are not passed exactly and the frequencies greater than the cutoff frequency are not really removed totally. The greater the order, the more the filter close to the
ideal one and the more computations. This is the reason why you got different result when using different order. But it is not necessary to have filter with so high order you tried. Typically an order less than 10 will work well.