Hello again,
In your example with the DOW, the timezone of the market being UTC+00:00, you should indeed have candles starting at 00:00 with the timezone setting on UTC+00:00 for your platform (e.g. in the 3 hours timeframe, you would have candles at 00:00, 03:00, 06:00, etc…). If this is not the case, I invite you to send a technical report of your platform (Help > Help Center > I have a technical problem) so that we may analyze more efficiently the construction displayed on your platform.
Note that changing the timezone of your platform may require that you save and relaunch your platform to be applied on your charts.
Best regards,
Sébastien