I have prepared a Type4 demonstrator that reproduces the disappearance of the last M5 candle in MetaTrader 5 Build 6306.

Experiment sequence:
1. A new custom symbol is created and its M1 chart is opened.
2. One historical M1 bar with a visible candle body is written using CustomRatesReplace().
3. One temporary technical tick is written using CustomTicksReplace().
4. After opening the M1 chart, the temporary tick is deleted using CustomTicksDelete().
5. CopyRates() and SeriesInfoInteger() are used to request the construction of M10 and M15 history in advance.
6. After a 3-second pause, the chart is switched from M1 to M5 using ChartSetSymbolPeriod().
7. Four ticks are added with a single CustomTicksAdd() call, forming two new M5 candles:
   - the first is bullish, 70005 → 70020;
   - the second is bearish, 70035 → 70010.
8. CopyTicksRange() and CopyRates() are used to verify the presence of four ticks and two working M5 bars.
9. After another 3-second pause, ChartSetSymbolPeriod() is called from M5 to M5, i.e. the current timeframe is reapplied to the same chart.

Result:
Before the final timeframe switch, three candles are visible on the chart: one historical candle and two formed from the new ticks.
After M5 → M5, the last red candle disappears. The two preceding candles remain on the chart.
In diagnostic runs, SERIES_SYNCHRONIZED remained true even after the last bar disappeared.

Tick preservation.
Separately, in diagnostic versions of the demonstrator, CopyTicksRange() was used to check the ticks after the bar disappeared.
All four working ticks remained accessible through CopyTicksRange(), despite the disappearance of the last candle.

I have attached the demonstrator source files in Russian and English, along with a screen recording.