Question about direct paths with diagonal movement allowed on square grids

I am using Square Grid Turn based combat with Diagonal movement.

I have a question about pathfinding: when selecting a direct path, the system doesn't use a direct path.
Here are the examples:
https://gyazo.com/a4df1e35334ec103f965c47ba7c7f41b
https://gyazo.com/fe6b2deb39e372cde370fd2c72061865
https://gyazo.com/ed21b2986b3aa7758906f87caf27c607

This is what expected result looks like - and it is always in the same (only one out of 4) square direction:
https://gyazo.com/b8a89cc79e20d9d4a8eb35f3d9971452

'Use shortest path' enabled, disabling it does not seem to affect this issue. Also same with enabling/disabling Diagonal path 1 instead of 2, for some reason

So I was wondering is there any settings that will choose a straight path in all 4 directions?