1) New fish not eating is normal.. I hope you got those thin glofish? They truly need 20G and above because they're actually just modified danios. But I guess the thinner type is fine; just keep to a very small amount.
2) That lump is in every betta. I think it's called a peducule or penducule. It's just used for navigation and whatnot; but no need to worry about that. (:
3) The link doesn't work for me. If you're worried then I would just get a sponge filter; no one can get stock in those. Unless they swim down the tube.
You should've researched more about the danios. They need a cycled tank, and yours isn't. Do you have a heater?