I think your first sentence says it all.

DE will filter out finer particles and clog faster than other filters. I have panels (grids) in my filter so I can't comment on what to do with the fingers.

I opened the pool to cloudy water and had to change out my DE in 24 hours but my water was sparkling clean. I think as you run your filter and it filters out more and more you will see the DE staying longer. Unfortunately I can't answer how long that will take as I've never battled "filthy" water.

What I've read here in the past is vacuuming to waste. My DE filter doesn't have this feature, maybe yours does. If you can get rid of any solids that are possibly causing this problem, it should get better.

My filter takes 7 coffee can scoops of DE and I think it comes to 3 1/2 pounds ... are you sure you're supposed to use 5 or 6 lbs. I usually bump and drain 2 or 3 times (remember I have a different filter) and then add the new DE.