Hope im understanding your questions right, we will use one of our dormant domains as example and see how it lives in regards to your questions:
Are GWT search queries created even if the site has no or very little backlinks?
Yes they seem to be. I see queries data in GWT and if the search is specific enough, SERPS. Looking at a site that was a spare domain we decided to hook up to a multi-site just to see what happens with a brand new clean entity (also to test on). Its more or less a clone of an established PR2 domain, so its surely getting penalized for duplicates. It has 0 backlinks besides from "seo tools" and other neutral stuff like alexa.
If a page (or site) is in a very competitive niche without much PA (or DA) and backlinks, are GWT search queries created at all?
The same example as above, this site is PR0 and sits in an extremely competitive niche, fighting for rank against HomeDepot, Wayfair, Walmart, and more. Its on one of the last pages, but im still seeing search query data in GWT. It reaches at most 20 impressions a day with 3 clicks if we are lucky :)
Can an algorithms like Panda filter out pages not offering new or original value and prevent such GWT search queries from being created?
Yes they can filter your pages. What happens is that the page exists as a SERP, perhaps even first page of google results. If its flagged as duplicate though it will be hidden until you click to the very last page of your search. Sometimes that page 30 or more. At the bottom of the last page you should see something like this:
In order to show you the most relevant results, we have omitted some entries very similar to the 312 already displayed. If you like, you can repeat the search with the omitted results included.
Clicking the repeat search should expose your hidden link. In our case since we compete with ourselves in some cases, it exposes 2 extra SERP's on page 1 (bringing the total on first page to 3). Under normal searches, it only shows 1 of our results on first page due to code similarities, shared product, similar keywording, etc. Its up to Google what it hides/shows. Often it changes due to region, so 1 of those pages may appear on first results to one region, while its hidden and its brotheren shows in another. GWT stats should appear regardless, even if the impressions and clicks are 0-0.