I would recommend to use the “Show slice in 3D views” button (eye icon) to display the image slice in 3D instead of using volume rendering for a single slice. Volume rendering is much more expensive and more difficult to display an opaque image.
You can use volume reconstruction module of SlicerIGT extension to “stack” (it is much more complex than that, as images may be oriented arbitrarily) the images into a 3D volume. See step-by-step instructions in SlicerIGT Tutorial U-34.
Note that the diagonal line (and the gray area at the bottom of the image) indicates that you have not set a correct image width in the OpenIGTLink image header.