On a 500mm f/4 will any 52mm filter work in place of the standard "protect" clear filter. Can I screw it onto the drop-in holder in place of the clear one? Specifically I am looking to use an ND filter in place of the clear filter so I can shoot with slower shutter speeds for panning.
The holder that comes with the lens can be used to mount gel filters, by opening the one half and putting a gel in between the two layers of glass. That may be a way to get your ND requirement working without buying the other holder. The optional general 52mm filter holder will take a single 52mm filter, but it can not take extra thick filters. I know I had a problem with a special filter that would not work because it was too thick, but I do not know how common a problem that may be.
I'm curious what you're panning with the 500/4? Either something very small or something very far away. The 500 is a beast for exaggerating camera movement/shake etc and making soft images out of what should have been sharp ones. I can't imagine deliberately moving that lens and panning on something. I think you know something that I could benefit from learning.
Thick filters rings are a common problem. It even goes back to the old FD days. If you can take it into the store with you. I use B+W filters, more expensive but they have always fit. Heliopans also fit, and those made by Canon, but other brands I can not tell you for sure.