This is the part that I don't understand. You are trading a live account with order first on the queue. Are you saying orders behind you are getting filled before you? Whats the exchange? Is that a pro-rata queue? If it is a FIFO queue, your quantity should get filled first if you are truely the first order on the queue.
I use IB paper account for ES. Last time I used TS it has LMT "magic fills": Buy at Bid and Sell at Ask instantly. IB has "top of book" Buy at ask and Sell at Bid. This is much more realistic. Sounds like TS has not put any effort into their Demo account. So several ways to work it. 1) use MKT 2) make sure the fills are PAST your LMT, which would indicate the entire book has been emptied. 3) Immediately close or disregard all trades that don't seem reasonable. If you are trying to "scalp" the spread, you will encounter a lot more problems that magic fills, BTW. What other say about live and smaller amounts is OK too. Also the thing about 10 minutes and order passing through, sounds like it is completely broken or is truly a DEMO account. Lastly some place have Paper AND Demo accounts. The Demo is just to show you the interface. The Paper is most useful to see how order types work etc.