Yes, the UV filter mainly acts as a protective filter and is installed on the lens for a long time to protect the lens. 

The front lens of the lens is strongly curved and has a permanently integrated lens hood, threads for screwing are not available on the optics. The cap is placed over the lens hood and held in place by latches. I don't see any options for attaching a filter, and I'm not aware of any factory solutions or products from other manufacturers. 

It must be defective. Mine worked fine right out of the box. Nothing on the menu allows adjustment of temperature. 

I had the same question as you. I was reading on their website about this filter (ND8-ND2000) because I didn't understand if this filter is 9 stops why it has 11 marks plus 3 others marks for wide angle. So I found that the filter has to additional stops. The order is: nd8, 16, 32, 64, 100, 128, 256, 400, 512, 1024 or 1000, and 2048 or 2000 plus the other 3. So you should check if maybe you are not in the stop you are thinking. Maybe I'm wrong, but has been what I've found...I haven't use it because I just received it today. 

For telephoto lens, we do suggest you could use one telephoto lens bracket that could be attached to the tripod to increase its stability.