The ND and CPL filters serve different purposes. In the case of the former, this is used to balance out the exposure where there exists areas of highly differing contrast i.e. your sky and the earth. CPL's are good for cutting out reflections from water, glass and metal etc and work by polarising the light entering the lens. CPL's also tend to up the saturation. UV filters aren't really necessary on modern lenses and most people continue to use them for lens protection purposes and where this is the case it's better to purchase good quality ones because a cheap filter (of any variety) on an expensive and machined lens serves no purpose whatsoever. As to ISO - all you're doing here is to set the sensitivity of the sensor in much the same way as it was for film. However, in itself this achieves nothing as concerns your problem because it does nothing to balance out the contrast which appears to be what you have been suffering from. So in short, different filters for different purposes and the necessity to change now and then.
