I haven't really investigated this too much (as I've only done a few rides), but had a couple of instances of Strava Live Segments not being downloaded to the device.
With the previous Garmin Edge 820, when I loaded a Strava Route (from the Strava Routes App) it would automatically include any Live Segments which would have also been download to the device and this seemed to work pretty flawlessly
With the 530, on the page that lists all the Strava Live Segments (during a ride) I can see the segment, but on occasion the actual segment has not been downloaded (i.e. its not in the Training > Strava Live Segments menu) and hence does not pop up the segment page during a ride.
Anyone else noticed this? I know I can just double check its all downloaded correctly before I start my ride - but with the 820 I could trust it would do it all automatically.