It could be anywhere from a day to up to a week before he feels comfortable enough to eat.. just keep up with the pellets until he eats them.
Your tank looks great. Nice Job. And your CT is gorgeous.
I would try to turn the heater up to its highest setting and see if it warms up.. if not I would return it. It should at least be able to heat to 76* (preferably 78*-80*).
I just bought the exact same filter and will be setting it up later today. I'm not sure how I'm going to baffle it quite yet but I'll tinker with a few things when I set it up.. using a sponge may work.