Yeah, filter through a coffee filter to remove the floaties, otherwise, it's a little odd looking to see white chunks in the drink.
Cappings is still just the same honey you would otherwise collect, before you strain out the wax, eh. Rinse them in water and strain, if you wish to get ALL the honey out. Use the strained water as part of the mead. No need to leave the wax and whatever else they tracked through it in there.
I made a small batch of sorta JOAM with the first hive cleanings on my two. Came up a bit short to make a full gallon, at a SG just around what was called for, IIRC. I'd do less orange if I do that again. 1/2 of one maybe, or a quarter of the peel and remove the peel and pith from the other 3/4.