Agree, it would be convenient to use several sessions (calculation periods) on the chart. I tried to do this on TV and saw what I highlighted in the screenshot - overlapping grids. It occurs because the indicator, apparently, incorrectly defines one of the calculation period limiters. When we write that the end of the period is 20:00, it means that the candle starting at 20:00 is not included in the calculation. It is also counted in the indicator, and this is an error.
I did some magic with the indicator parameters and got the correct grid so that the period would end before 11:00, I placed the last candle starting at 9:45 (7:45 GMT).