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If you load data that predates the data available from the broker, MT4 tries to request the older data (and anything afterwards) from the broker too, and if it is not available, it may probably cause issues, but I am only guessing here. As stated, I would prepare the ".hst" files externally and make them read-only, to prevent any such issues.
Also, if you are already migrating your code to MQL5, why not simply find another reputable broker that supports MT5 and the assets you want to trade?
MT4 is on its way out, and when it eventually "dies", you will be left with a "hot potato" on your hands. Migrate now while you are still able to do it relatively calmly.