Hi Freddytto,
How do you lock the shutter open on bulb?
When I use the BULB, used a remote control, so mount the nex in the tripod and set up to BULB, and then the apertura and ISO, so I think you can't lock the shutter open on BULB, so when I'm ready to stop the time of exposure, I mean finish or cut, depending on how many minutes you want, I press the shutter button again without touching the camera from the remote control, (S shutter button ) this way do not shake the camera and do wrong.
An important detail that happened: before shooting, put the focus on manual. If not, the AF will not be able to focus to have the filters almost "opaque". if you use a filter.