Making the most of Edge 500 courses
I've had the same mixed results using the Edge 500 for courses.

It sounds like you used a TCX file for the first course, giving you a better auto-zoom level and accuracy, and maybe a GPX file on the second course, resulting in less accurate performance. Sometimes though, it seems the little 500 just doesn't have the accuracy of other models and strays off course.

To adjust the zoom level, page over to the map/course layout and press the power/light button. You'll see the zoom level is probably set to auto. Just use the up/down arrows to adjust the zoom level and hit enter when you're done.

Generating TCX files with ridewithgps.com seems to be the most popular way to chart a course and add cues and turns. Most popular routes already exist if you search for them.

For what it's worth, the newer models, 510, 520, 1000, etc, seem to have a much better grasp on your location ( and liekly extra processing power to help ) and throw up an off-course false alarm much less often, even under dense tree cover.