Hi,
There is different things one must consider during CR:
SR type: block based or file based? First one will be thick provisioned, so plan a lot of space (eg: local LVM, LVM over iSCSI etc.). Local ext/XFS, NFS or XOSAN aren't affected by this problem
Snapshot left: to do a delta, we must have a way to compare to something. The snapshot which left on the SR is the one that will be used for the next backup. It will be compared to the current disk state and only the delta will be sent. So that's perfectly normal
"Job canceled to protect the VDI chain": this is a protection to avoid doing another backup while the previous removed snapshot isn't coalesced. You have a link in the message, please refer to the documentation for details 🙂