They are definately in series.

Let me check that I'm calculating this right so far.
Frequency = 62,500Hz
Using 1/(2*PI*frequency*cap value) I get roughly 5.4Ohms for the cap.
5.4 + 2.2 = 7.6Ohms total accross the resistor and capacitor.

I'm not 100% sure how to calculate how much current goes through the resistor/cap and how much goes through the speaker but since the resistor/cap is almost 8Ohms I would assume it's just a little more than half.
The supply is a 30VA 9-0-9 toroidal coil. If I understand transformers correctly then I think that would give me 3.3A max.
3.3 / 2 = 1.65A (the half going through the resistor/cap)
1.65 * 1.65 * 2.2 = 6W.

6W seems really high so I must have gone wrong somewhere.