Rob, re: the PS - don't worry about it - really. We have VERY tough skins. Otherwise, I would have killed Mike years ago.
As for what you described, that is intended functionality. When the frequency is an hour multiple, each candle must start on the hour. Otherwise, things don't line up. However, assuming you have the chart set to not show extended hours, the first candle shows as starting on the hour, but the actual data still starts at 9:30.
that is pretty much the standard way of handling that. Alternative would be to start every candle on the :30 but then you would have similar issue on the end, and it is better to have the hourly candles line up on the hour