Hi,
Thank you for your posting.
I assume it is a drawing issue on the ND because when you look at your legs, you see the outbound leg and the subsequent legs behind it. Not sure if you have flown it, but it should be flown correctly - it is only an ND display issue (which happens in real too sometimes;-))
The sequence seems to be correct in our data (and you confirmed it by yourself via the test with any other aircraft). The PMDG 737 series utilizes the “old” file format, which also has a few limitations. PMDG is working on a migration to the newer format, which they use in their T7 (2020 and 2024). Here, you can see that it is correctly displayed on the ND.
I hope that helps,
Richard