The Slime Bag isn't going to help very much with the fill water since metal ions will slip through all physical filtration material. Basically, you got a lot of metal ions in your pool initially and then when you shocked the pool the higher chlorine level and higher pH caused the metal iron ions to form iron oxides which are solid and can get filtered out through your homemade batting and the DE in a sand filter (and a slime bag, if you were to use it).

There are ion exchange filters for fill water, similar to whole house water softeners, that can remove the metal ions, but for filling a whole pool this can be impractical if not very expensive. There are also some services that provide Reverse Osmosis water treatment that can also remove most everything that is in the water, including metal ions.

I suppose one could develop some sort of chlorine plus high pH system for fill water to precipitate and capture metals and then add acid afterwards to restore the pH, but I haven't heard of anyone doing that.

Richard