By filtered depth image, do you mean the arm is filtered from the depth image? If so, you may not have to change any settings on rtabmap side, just feed your filtered depth instead of the original one.
The second image view of the loop closure detection panel would show something only on loop closures (unless in General Settings you enabled "Show the image of the highest hypothesis").
I can hit play and a map starts to build, but it looks like it is only using imu
"only using imu", for the pose? When selecting database as input source, normally it would use the original odometry saved in the database (doesn't recompute it).