Market Execution Brokers weird situation

[D3nn1s]

Hi,

I am testing two different brokers for opening trades. 

They both use Market Execution (SYMBOL_TRADE_EXECUTION_MARKET).

On first one, it works properly when i send an order together with SL and TP. On the other one, it doesn't work... 
Account type: Demo, Platform: MT4

So, is it valid the assumption that for the first one because it is demo, it doesn't follow precise the rules of Market Execution instead of that it use the Instant Execution mode for demo accounts? 
When we have  SYMBOL_TRADE_EXECUTION_MARKET, we need always to send an order and after it's completed then make the modification to set the SL and TP? 
From a quick research, some resources like https://www.mql5.com/en/forum/146808/page3 , shows that it doesn't need this setup(order send first and after modify).
Does someone know for sure how to works effectively with OrderSend on different brokers? Does these issues happened on MT5 brokers too ?

Thanks in advance!