Hi,
To use ibdump on ROCE, flow steering must be enabled :
in /etc/modprobe.d/mlnx.conf :
mlx4_core log_num_mgm_entry_size=-1
restart driver
After you set that I recommend you upgrade your driver to the latest 2.3-2. if that doesn't help, please try the version I attached.
I think tcpdump is also a good option, depends on what you're trying to filter.