I hardly understand anything in your question 
Everything should work if nothing is connected after the block. Copy-Paste problems... such problems are always possible, but it's a little bit hard for me to find problems with this without knowing how to reproduce the problem. If you have some simple project and tell me "Do this, then do this...." I will fix the problem
This version is now old, I don't remember what was going on before. I probably changed the code for this few times since then. For the moment I don't have newer desktop version
I wrote these things times and times before, but I will wrote them here again. There are few ways to do something:
In "on Tick". In "on Tick" if you use blocks to check something, you check the current state. This is the best way to do things. You check how many trades there are, how many orders there are and stuff like that. Even if the EA is restarted, everything is still valid, because you check the current state. No trades? - Delete orders. No orders? - Delete trades. No problem at all.
In "on Trade". In "on Trade" you detect events. The event when a trade/order is opened/closed/modified. This is not a state, but an event. A trade is closed? - Do something when that happens. This is how things work here. The downside is that if the EA is down for some time, when it's up again, it would miss some events.
Of course, if you don't like how blue blocks work, there are pink blocks and with them you can do almost everything. The downside is that each of them does something small and you will need many of them. Here is how Trailing Stop is done with them - https://fxdreema.com/demo/mt4-loop-trailing-stop
For buys and sells... try it! It does not hurt and you will see the result much, much faster than if you wait for me to respond. Pending orders are opened at the open price that is defined. Below or above the current price - it doesn't matter. The specific for "Price offset" in "Sell pending order" is that it works in the opposite way compared to "Buy pending order". Positive offset = direction down. Negative offset = direction up.
But you are one of the first users of fxDreema, you should know. I always recommend to connect Formula blocks in series (one after another) and put them at place where they will make their calculations and AFTER that their result will be used. Because block numbers sometimes really matter. Of course, no one does that, everyone prefers to connect things in a way to look beautiful.
Then, you should know that you can use Trace or Comment to check any values.
Now, I don't know your project. I can take a look at it and find the path of each Variable, but again, you are one of my first users here, you should be able to do that while waiting for me to respond 
Because you know your project, I don't.
Maybe "on Trade" event.
For sells it works in the opposite way. 5 pips offset actually means -5 pips on the chart.
Well, if such errors happen, then maybe something is wrong with your calculations 
That .xml option produced XML representation of the way the project looks in the database. It contains information like how many blocks they are, how they are positioned, what are their settings and stuff like this. There is nothing related to MQL4. The same information now goes into each .mq4/.mq5 file at the bottom, but it's compressed and encoded.
I don't understand C++ and I will never understand it. I tried to do some thing before on C++, but this language is just not for me. So I don't know what to say about it
I was looking at this Zorro software, but to be honest, I have no idea what it does. First I was thinking that it's some alternative for MT4's Tester, but then I found that it's nothing like that and I lost it. I don't know what Zorro is all about
And yes, MT4 can be very unreliable sometimes.
If you are talking about Trace blocks, well, they are not very clever and if more than one Trace block is used, the numbers that apper on the right side overlap This is not a bug, I mean... it's expected, because I did nothing to prevent that
I expect that SL will move only on positive movements, this is how it should work. But if you find that SL moves backwards, report this to me
This Step of 0.1 pips... isn't this too low? It's actually possible to have value of 0 there, which means that SL will be able to move on every tick, but this will result in many requests to the server and the chance is that your broker will start to hate you
Not even 24 months, the max is 12 months. This is because it's a website and since the beginning I was thinking like this - What would happen if someday the website goes down for whatever reason? Then if there are people who paid for life will be very mad. So it's better to have some relativerly short max. limit of time. I of course have no intentions to stop it, but who the hell knows something about the future.
What would be the lifetime price? This is also interesting question. Because another of my thoughts was, If I decide to do that, the price should be similar to the price of other EA builders out there. I don't want their owners to hate me too much, because I have something that is much cheaper. But even now, fxDreema is cheaper than other EA builders I believe.
Also, the idea is to make EAs faster than 1 year. Some people reported that they did profitable EAs with it, so I guess this is possible. And what is less than 100 dollars for 1 year if you have a profitable EA that can make those 100 dollars for days or weeks
Try the Start options in the Trailing stop blocks. I think if you have 2 Trailing stop blocks and one of them has certain Start, it will work, and no pink blocks will be needed
Delete pending orders is not supposed to always delete pending orders. I mean, it deletes them if there are orders to be deleted and it always passes, so other similar blocks can be connected below this one. Blue blocks like this one behave like this - they are there, they do what they are supposed to do if there is need to, otherwise they don't break the flow for other blocks.
This is how it works from the beginning. I did it like this for whatever reason, but now I can't change this behaviour only because one person wants it. If I do that, the projects of other people may break and they will not know it, because they don't expect it.
MM options are in no way linked with the price. You need to do it manually somehow... with many Condition blocks I guess.
By the way if you put pending orders in grid, each order can be at certain distance from the previous one and with different lot size. But trades... each one is kinda independent. Only some MM methods like Martingale ask for the lot size and profit of the previous trade, but there is nothing about price levels and I can't even imagine how can I do this in Buy now and Sell now
With arrow indicators, always try with Candle ID = 1 or bigger than 1. These indicators almost never put their arrows on the current candle
Well, at least try to do something I'm here to help people when don't know how to do something, but at least they tried.
Hints:
Pending orders probably. There is also OCO option in these blocks.
Once per bar -> Close positions
I don't know about the M3 think. But you can give me some EA that does this and I will see how it does that. Maybe I don't know everything
Automatic trendlines - no. I guess there are indicators to do that. I was trying to do something like this once, but I quit.
Legs?
There are probably multiple ways to do this. There is a block "Check profit (period of time)", I remember that I made this one for sutuations like this.
I have seen many Renko EAs and even indicator that produces Renko charts. So I can't tell what exactly is going on with your Renko-generator thing. If you think that there is a problem, give me your Renko thing + instructions (if you think I will need some) and I will take a look. But I can't guess what Renko program you are using
This is a looooong story and the answer is "It depends". It's true that EA bulders, at least mine, produces big and slow code. I mean... compared to what a professional programmer can do if he code the same strategy manually. What blocks to use and how to connect them matters of course, but I can't tell you which blocks to connect where. It depends. In general, put lightweight blocks on the top... if you know what they are, because most of the time even I don' know. And whenever possible, use less blocks.
https://fxdreema.com/demo/mt4-events
I don't know. I tested your EA here and I always get the same stops Does this happen every time or only for these 2 trades?