Hi,
1. can you please elaborate on "then ipv6 assigned to interface stop working"?
2. with "destination-port bgp" only BGP sessions initiated from the peer would work but not the ones initated from the DUT (DUT would send dst-port=bgp, src-port=<random> so peer would reply with dst-port=<random, unlikely to be BGP>, src-port=BGP
3. an (input) firewall filter assigned to lo0 acts on all traffic from the forwarding plane to the control plane, so in it's current form it'll interfere with pings, NeighborDiscovery etc. You might want to check details on Hardening Junos Devices
Regards
Ulf