When I try that I get an error that CreatedDate should not be a string
I have also tried prepending datetime and get this:
Invalid options specified in OData query. Unrecognized 'Edm.String' literal 'datetime'2020-06-24T19:46:31'' at '43' in 'CreatedDate gt datetime'2020-06-24T19:46:31' and (State eq 'Active' or State eq 'Mitigated') and Type eq 'CustomerReported' and ParentId eq null'