Intermediate steps not showing?

This is likely due to the organization of the content (e.g. pages having parent pages) does not match the menu. Breadcrumb NavXT by default uses the actual content organization within the WordPress site to generate the breadcrumb trail. The WordPress Menu does not actually reflect the actual organization of resources within a WordPress site. That said, there are ways to make Breadcrumb NavXT follow the WordPress menu (Menu Magic allows you to tell Breadcrumb NavXT what menu you want it to use for generating the breadcrumb trail).

As for #2, to change the title of the Home breadcrumb, replace %htitle% and%title%with "Home" in the "Home Template" and "Home Template (unlinked)" under the General tab in the Breadcrumb NavXT settings page. As for doing this on each breadcrumb, there are ways of doing this (using thebcn_breadcrumb_title` filter, or a premium plugin such as Title Trixx (provides a metabox to have a custom breadcrumb title) or Menu Magic (uses the title of the resource that the WordPress menu uses)). However, if you need to manually changing the title that is used in the breadcrumb trail for multiple pages, you’re probably doing something wrong with your page titles.

If you’re getting an error on the settings page, you’re going to have to check your ModSecurity logs and see what rule is getting triggered. Generally, ModSecurity requires special rules for the WordPress admin area to prevent inadvertent triggering. You may have to work with your webhost to clear up the ModSecurity issue.