What is your software version? I have 1.0, at the very bottom in the SET menu there is some strange setting, probably a selection of the number of saved settings with which the module is to start, suggesting that the memory position is 9 while I can only set 3, although to be honest I never I was up. I can not set the automatic switching on of the output at startup, which does not bother me too much, in existing applications I could even consider it an advantage.
I have one more module recently ordered, and as far as I remember, 1.14 software is already there, it is possible that it has the functions you are writing about, although so briefly after turning it on to see if it works at all, before commenting the seller, I did not notice any difference visually.
M0 is always the current setting, memories are M1 to M9, but selecting other than M1 or M2 is moderately convenient. The latest module I have is 1.6. He already includes remembers the position of the regulation, e.g. when I last set the voltage with a 0.1V step, it will light up by default after entering the regulation. In 1.16 I already have the output turned on automatically after startup (but I don't use it).
I just checked and in 1.14 there is this option (output enabled by default) - as the last item in the SET menu. I also took a look at Dave's videos on EEVblog about these power supplies (there are several of them) - below, the producer says in the comments, announcing the removal of some noticed problems, hence probably some minor differences - Dave drove them a bit for an uncomfortable interface.
By the way, if someone would be considering a 20V 2A module, I do not recommend it, it is better to pay extra and buy 30V 3A, especially since the price difference is not big. The smallest one completely stands out from the rest with soft, it is definitely less user-friendly. In the comments under one of the films, the producer writes that it is a design from 2013.
How do I even switch to a setting other than M1 / M2?
Only if you unwind so much, and there will be a lot of it. Why not wind the whole thing with thicker wire as it should be?
Because then I would have to buy the thicker wire, and this is what I have already used. But in the case of connecting two windings in a bridge, they must have perfectly equal voltages? The second winding I have wound must have a perfectly equal voltage?
In short .. - you create an account on Aliexpress - you are looking for a module that interests you - you put it in the basket - you buy - you pay via "Przelewy24" - you wait a month - you enjoy the module
Watch out! because you can become an Aliholic quickly
Alternatively, if you want faster, you can search on banggood and similar websites, where sometimes they already have goods in warehouses in the EU, then the shipment may be even in a week, prices are roughly the same. Unfortunately, the choice is much smaller, especially as the EU magazine is one of the search criteria. Nevertheless, it is worth checking, because the shipment takes up to 2 months with ali in unfavorable winds.