I can't tell from the picture what's wrong with the bag but it definitely looks like something is screwy. The Andersen adapter can be installed either direction. The standard direction is opposite from yours, but if the pinbox is long enough to hit the tailgate which may be the case for you, the adapter can be flipped the way yours is set up. I have to run mine like yours or the pinbox brackets run into my tailgate the other way. So it just depends on your setup.
I would run the trailer tires at whatever the max PSI says on the sidewalls. I think 6" is the absolute minimum bedrail clearance you should have, but based on the picture I think you'll likely need to do something to get the trailer higher. I did an axle flip on mine but there are other options too, so I'd just do some searching on the topic - there are lots of threads.
As far as your chains go, you could wrap them around the hitch rails. Not an ideal solution but that's what I did until I got brackets that fit my rails. I'm not sure if you ought to have a different gooseneck ball installed or not - the ones I've been around have all had hoops for chains built in. Without those built in hoops on the gooseneck hitch and with no rails or pucks to install loops on I'm not sure what you could hook onto other than the hitch itself, which isn't ideal (but is better than nothing).
Edit - I really like that trailer. There aren't too many fifth wheel toy haulers under 35' and that one has a nice layout.