This from a CFII buddy of mine who flies a lot of Garmin equipped aircraft:
I have not had a 430/530 or G1000 do this on the missed in a hold where the legs were designated in nm. I would check with the chart supplier (Garmin or Jeppesen). My original thought was the 530 software was set to use MILES rather than NM; but, that would not be the case with a +2 mile difference. There could be an issue with the GPSS roll steering to the Autopilot. If he can find another hold with legs in NM, I would fly that (in VMC) and see if the problem repeats itself. That would determine if the data base is wrong or there is an issue in the 530, GPSS steering, or the Autopilot.