It's worth a look at the rating plate first, because names get reused across generations. The data (rating) plate with the model and type code is on the underside of the vacuum cleaner. Quote the model type from it when ordering bags or filters.
A bag that's only half full can still be done for: fine dust blocks the pores first, which is why the indicator can go red early after a lot of plaster or fireplace dust.
Seeing a full warning on a fresh bag usually points to a blockage in the hose or floorhead. Check there before blaming the bag.
Washable filters go back in bone dry or not at all. A damp one smells, and on some machines it can let the motor pull moisture through.
Quick answers
If I've got a Miele Complete C2, which dust bag do I need?
GN, which Miele sells in 3 different packs.
Which HEPA filters fit the Miele Complete C2?
SF-HA 50, or any of the other 2 Miele versions listed above.
Which exhaust filters fit the Miele Complete C2?
SF-AA 50, or any of the other 3 Miele versions listed above.