Not sure what's wrong, but if you're not using actual .Zpic files, and you're changing "Z Value Range", then it's less clear what becomes the meaning of the other parameters, and it become more difficult to use. It's just though out to use Zpic.
Z Value Range is used this way:
actual Depth in softimage units = (1 - (value of the ZPic))* Z_Value_Range
So if Z Value Range is 100 (as it is in the first post),
1.0 (white pixels) in the Z image = 0 (very near)
0.0 (black pixels) in the Z image = 100 (very far)
The Near, Far focus values are no longer in Softimage units if this value is not the default, 100,000.0. Normally, you should not touch Z Value Range if you use Zpic already.
Since your thumbnail for the depth pass apears gray, and not orange, I suspose that you are not using .Zpic.
One thing you should watch out for: does that depth image have an Alpha channel? If it's RGBA and connected to a grayscale input like the Depth Of Field, the FxTree will choose the Alpha, rather than using the RGB. If that's the problem, go in the FileInput node and change the Type to RGB instead of RGBA.