With HD and going to commercials, it's the broadcaster doing it.
As for your other format problems, they aren't consistent enough with the way the HR21 functions to suggest what is happening.
The settings in the HR need to be compatible with the settings in your TV, to have everything work correctly.
Your "lack" of format control on SD suggests the DVR is set to a 4:3 TV.
Your "squished" HD suggests your TV isn't set to "full".
Recheck your settings in both your DVR and TV.
Then if they're correct, and you still have problems, go into the DVR and do a menu reset/restart recorder, to see if that clears it up.
As for your other format problems, they aren't consistent enough with the way the HR21 functions to suggest what is happening.
The settings in the HR need to be compatible with the settings in your TV, to have everything work correctly.
Your "lack" of format control on SD suggests the DVR is set to a 4:3 TV.
Your "squished" HD suggests your TV isn't set to "full".
Recheck your settings in both your DVR and TV.
Then if they're correct, and you still have problems, go into the DVR and do a menu reset/restart recorder, to see if that clears it up.