Ok. For avoiding a complete confusion with your multitude of issues in as many threads, let's systematically address your problems one after the other, starting here with the first one.
>>1) TF>1 just counts *TF number of bars*. <<
Right.
>>But because there are no M1 bars from 1700-1715 and because there is a bug with Weekend>2+ (it still creates a weekend bar) - all Frames get continuously shifted and are incorrect.<<
Can you explain that "bug with Weekend>2+", possibly with a reproducible example?