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We study two free energy approximations (Bethe and plaquette-CVM) for the Random Field Ising Model in two dimensions. We compare results obtained by these two methods in single instances of the model on the square grid, showing the difficulties arising in defining a robust critical line. We also attempt average case calculations using a replica-symmetric ansatz, and compare the results with single instances. Both, Bethe and plaquette-CVM approximations present a similar panorama in the phase space, predicting long range order at low temperatures and fields. We show that plaquette-CVM is more precise, in the sense that predicts a lower critical line (the truth being no line at all). Furthermore, we give some insight on the non-trivial structure of the fixed points of different message passing algorithms. A study of the Monte Carlo dynamics for an arbitrary sample shows that GBP states are very well correlated …