You have to distinguish between the trigger and the condition.
When the trigger comes true (e.g. temperature falls under 20°C) then (and only then) the conditions are checked. If all conditions are true, then (and only then) the action(s) will be done.
In your HGs your only trigger is the temperature rising over or falling under a target temperature.
03:32:35 temperature rises over 21°C so NIGTHMODE 1 OFF and NIGHTMODE 2 OFF both are triggerd, because their trigger was true. Only in NIGHTMODE1 OFF all conditions (timeframe+homemode) are true, so it should switch the relay off.
Looks like the at 00:34 the temperature fall under 22°C so both HGs were triggered, but in both the timeframe condition was not true so no action was taken.
Think about my approach to only activate the HGs you need during the actual timeframe and deactivate the others. You may use the same star/stop time in neighboring timeframes.