Kempf (1992): "Pulling back bundles" has the following theorem:
Let $f: Y \rightarrow X$ be a finite morphism. If $\mathscr{W}$ is a bundle on $X$ that is stable with respect to an ample divisor $D$, then $f^* \mathscr{W}$ is poly-stable on $Y$ with respect to $f^{-1}D$.
Huybrechts, Lehn (2010): "The Geometry of Moduli Spaces of Sheaves", Lemma 3.2.3, says that the pullback of a polystable bundle is polystable.
My questions are:
What is an example of a finite morphism $f: Y \rightarrow X$ and a stable bundle $\mathscr{W}$ on $X$, such that $f^*\mathscr{W}$ is not stable?
In Donaldson, Kronheimer (1990): "The Geometry of Four-Manifolds", Lemma 9.1.9, it is proven that the pullback of the tangent bundle from $\mathbb{P}^2$ to a double cover branched over a sextic is stable. I am not sure, but that proof seems to suggest that the pullback of any stable $SL(2,\mathbb{C})$ bundle to a branched double cover is stable, not just poly-stable. In which situations is it true that the pullback of a stable bundle is stable, not just poly-stable?