You're thinking wrong.
I have the same mic, well the stereo version. And it is incredibly quiet.
Canons digital gain is rubbish, so turn it off completely.
Unless you have your own little amp between the mic and the camera then you should turn analogue gain all the way up.
Even with it all the way up it's not loud enough, so you should then digitally boost it in post (not in the camera).
If you don't turn it all the way up, your sound quality will be worse when adjusted in post.
Unless you are filming a jack hammer or jet plane, then you can either turn it down in the camera or change the switch on the mic.
Input source can stay auto.
Wind filter can stay off (you should have a dead mouse/rat for your microphone if you want to filter wind).
AGC you definitely want off (that is auto gain control).
On the mic itself you may want to switch the lowpass on if you're filming near a street with cars.