Yes, that is my understanding of how it should work. To duplicate the problem, try this:
go to the order page and click on the second product on the list, Astragalus membranaceus granulated, add to cart, continue shopping. Go back to the order page and click on the third product on the list, Pure astragalus and centella asiatica blend, add to cart, continue shopping , return to order page. Click on the fourth product on the list, Pure astragalus membranaceus ground. Add to cart and proceed to checkout.
Each of these products has the shipping weight set as 0.5 kg, so there should be a total of 1.5kg in the cart. The shipping methods available for all countries that have been configured cover the range from 0.5kg to 3.99kg . The first weight range is 0.5kg to 0.99kg. The second range is 1.00kg to 1.49kg. The third range is 1.50kg to 1.99kg. Therefore with 1.5kg total in the cart it should show the third shipping method. If the country is left as the default France, the method for 1.5kg should be France - 3 and the shipping amount should be $57. When I try this, the shipping method it shows instead is France - 1 with a shipping amount of $45. Is my understanding not correct on this?
Also I wonder about your experience of getting the "Too large for any available shipping method error". The only way this should happen is if you added the heaviest product, the first one on the list, Pure astragalus membranaceus root - sliced, twice, as it has a shipping weight of 2.6kg. All the other products have a shipping weight of 0.5kg, so and combination of two different products should not exceed the 3.99kg method that is configured for all countries.