Hello Radoslaw,
The internal EMI filters serve a different purpose than the input filters. The EMI filters have a -3dB cutoff frequency of about 3MHz. The input filters, on the other hand, would be designed to have a cutoff frequency of about 150kHz to 300kHz. In delta-sigma ADCs, the modulator is sampling at a much higher frequency than the output data rate (known as "oversampling"). Although the output data rate is only 500SPS, for example, high frequency noise that is near the modulator frequency is not attenuated much by the digital filter, so an external low pass filter is necessary to prevent these unwanted signals from aliasing into the passband of the ADC.
Also, the internal voltage protection diodes are there to protect the device from large input voltages. External diodes may still be necessary as added precaution to protect the patient.
Electrode inputs can either be AC or DC coupled. If you are using the RLD output to bias the patient, you do not require the DC blocking caps. Otherwise, you can place a capacitor in series and connect pull-up/down resistors to bias each input.
Regards,