I'm not sure about the nest, but with Hive it has a setting called"ready by"
So if you set it to say 21° at 1930 it will come on early, so the temperature will be 21° at 1930. Not just start heating up at 19.30
While I replied there was no "ready by" option on a Nest - we found a "True Radiant" option switched ON which learns how long it takes to get the place up to temperature and turns the heating on in advance of the schedule, almost certainly accounting for one mystery.