It is not very likely that BR flags do not work in training. Look in the log, there you can see why and when trades are opened.

https://zorro-project.com/manual/en/opt.htm

- BR_LOCAL does indeed not affect bar creation. The manual was wrong. And yes, in live trading the trades would be closed after the market opens.

Indeed, the trades are not closed 'outside market hours'; rather many are opened because MaxLong is ignored in Train.

I understand this was done on purpose to enforce good development practices; but IMHO would be better to have MaxLong work consistently by default and leave modifications for Train to the user.