I think there is a bug now in MT5. Before, there were only these filling options I believe:

ORDER_FILLING_FOK (which is 0)
ORDER_FILLING_IOC (which is 1)
ORDER_FILLING_RETURN (which is 2)

Now few more appear:

SYMBOL_FILLING_FOK (which is 1, not 0)
SYMBOL_FILLING_IOC (which is 2, not 1

And they wrote a function IsFillingTypeAllowed() to check the allowed filling mode right here: https://www.mql5.com/en/docs/constants/ ... oconstants

But it seems that this function works correctly with SYMBOL_ constants, while ORDER_ appears to be the correct constants when opening positions. I finally found that, made some changes and now I hope that it works.