Thanks, Andrew.
Dug a little deeper to see how it actually works.

1) From what I could read, historical data requests in MT4 return UTC time. This is also confirmed by downloading data into MT4 itself.
Whether to adjust them during "synchronization" in BrokerTime is up to the plug-in implementation. Behavior can differ for historical requests vs rt updates.

Though, correct me, if I am wrong.

2) MQL4 update introduced new data structs: MqlTick and MqlRates.
https://docs.mql4.com/constants/structures/mqlrates

Besides efficiency, MqlRates also provides historical Spreads.
This should allow Zorro to save all MT4 price data as Ask, be consistent and actually make historical MT4 data usable.

How are other users working around this now when auto-trading their systems?