Also, can the image not be pulled from dockerhub but used from the local build instead?

If you have your docker configured to pull from local artifactory, then the agent will do the same 🙂 (it is calling the docker command just like you do)

agent.default_docker.arguments: "--mount type=bind,source=$DATA_DIR,target=/data"

Notice that you are use default docker arguments in the example
If you want the mount to always be there use extra_docker_arguments :
https://github.com/allegroai/trains-agent/blob/9a3f950ac689c50ba3415c42749a4bd8059e89a7/docs/trains.conf#L121