The response of a nonlinear optical oscillator subject to a delayed broadband bandpass filtering feedback is studied experimentally, numerically, and analytically. The oscillator loop is characterized by a high cutoff frequency with a response time tau approximately 10 ps and by a low cutoff frequency with a response time theta approximately 1 micros. Moreover, the optoelectronic feedback also consists of a significant delay tauD of the order of 100 ns. Depending on two key physical parameters, the loop gain beta and the nonlinearity operating point Phi, a large variety of multiple time scale regimes are reported, including slow or fast periodic oscillations with different waveforms, regular or chaotic breathers, slow time envelope dynamics, complex and irregular self-pulsing, and fully developed chaos. Many of these regimes are exhibiting new features that are absent in the classical first-order scalar nonlinear delay differential equations (DDEs), which differ in the modeling by the low cutoff only. Nearly all kinds of solutions are recovered numerically by a new class of integro-DDE (iDDE) that take into account both the high and low cutoff frequencies of the feedback loop. For moderate feedback gain, asymptotic solutions are determined analytically by taking advantage of the relative values of the time constants tau, theta, and tauD. We confirm the experimental observation of two distinct routes to oscillatory instabilities depending on the value of Phi. One route is reminiscent of the square wave oscillations of the classical first-order DDE, but the other route is quite different and allows richer wave forms. For higher feedback gain, these two distinct regimes merge leading to complex nonperiodic regimes that still need to be explored analytically and numerically. Finally, we investigate the theoretical limits of our iDDE model by experimentally exploring phenomena at extreme physical parameter setting, namely, high-frequency locking at strong feedback gain or pulse packages for very large delays. The large variety of oscillatory regimes of our broadband bandpass delay electro-optic oscillator is attractive for applications requiring rich optical pulse sources with different frequencies and/or wave forms (chaos-based communications, random number generation, chaos computing, and generation of stable multiple GHz frequency oscillations).