I have not seen the white milky cloud or the filament, but your photo of the red Cyclop-Eeze is exactly what I'm seeing, but mine is white. It looks exactly like an arm tip with no tentacles on it. I did panic, but feel more relieved since I forced her out and seen all 8 arms attached. (wipes brow)
I sit till wee hours of the morning just watching her, she's getting more comfortable with me I hope. She's getting so bold now, she's is constantly at the very edge of her den. She's still shy, winks at me every time I come to the tank and watch her. Her eye moves up and down it's not really a wink, but I'm calling it that cause it's so cute. She actually puts her arms out and grabs the bamboo stick with the shrimp on it. I used to put it inside the den so she could pull it off, but now I'm kind of teasing/tempting her to come out a little farther. (Not trying to torture her, but get her to feel more relaxed in taking food from me.
She sticks her arms out of the holes in the rock when she's finished with a pieces of shrimp hence I think is her "Feed me now" thing that she does. So I stick another piece on and she does that "NOM NOM NOM" face. I LOVE THAT!
I stuck my hand in the tank last night and near the rock to see if I couldn't get her arm to flick me like she does to the crabs. No arm flick, but she stayed put. She didn't go up in the rock further like she normally does being shy. Just sat there staring at me. She doesn't go up completely but one of those slowly backing up "What do you think your doing?" moves.
Doing a water change tonight and gonna try some new Jumbo fresh shrimp I found at a local store.