Multimode fibres provide a promising platform for boosting the capacity of fibre links and the output power of fibre lasers. The complex spatiotemporal dynamics of multimode beams may be controlled in spatial and temporal domains via the interplay of nonlinear, dispersive and dissipative effects. Raman nonlinearity induces beam cleanup in long graded-index fibres within a laser cavity, even for CW Stokes beams pumped by highly-multimode laser diodes (LDs). This leads to a breakthrough approach for wavelength-agile high-power lasers. However, current understanding of Raman beam cleanup is restricted to a small-signal gain regime, being not applicable to describing realistic laser operation. We solved this challenge by experimentally and theoretically studying pump-to-Stokes beam conversion in a graded-index fibre cavity. We show that random mode coupling, intracavity filtering and Kerr self-cleaning all play a decisive role for the spatio-spectral control of CW Stokes beams. Whereas the depleted LD pump radiation remains insensitive to them.