The shells have a bit of an arc to them. They hit dead on at convergence, but closer in they tend to be high, and further out they drop. I experienced this recently while trying to bag a Yak at 400 out. I fired a shell with my sights set slightly above the target and got a dead-on hit.
That's not strange though,
that's what would be expected by anyone who's shot a rifle (assuming you have your convergence set inside 400).
Nose-mounted guns shouldn't do anything remotely "strange" as guns mounted well below the LoS, and/or out on the wings. If you combined "well below the LoS
and "out on the wings", then I could certainly see how people would be confused.
In my F4U with a 300yd convergence, I see the opposite effect as you describe. My rounds are
low closer-in, and slightly high at 400... With a closer convergence, it's even worse! With a 150yd convergence, I'm still
low closer-in, but I'll actually miss a 600yd shot because my rounds are so high they'll go right over it (and pass over or outside his wingtips too, if I aim at his tail). I'd actually shoot
over a target at 300yds with a 150yd convergence, which is polar opposite of what most would assume.
Wing-mounted guns are much more confusing (and critical) when it comes to convergence. Which is one reason why someone would go through the trouble of figuring out a way to mount the guns in/on the fuselage, even if it meant running it through the engine, or firing between the propeller blades. The forgiveness the nose-mounted guns offer for firing while banked, and because they're so much closer to the LoS is significant too.
I'm actually tempted to go map out the 30mm convergences now.