Is it a 4WD or 2WD Cross Plus, if 4WD what mode have you got the car in? Is it manual or auto?
The Hill Hold only holds for 2s, once the brakes are released. So you'd hold on the footbrake, then release to set the throttle and pull away within 2s otherwise the brakes will release and you will roll backwards. It might be worth checking Hill Hold is enabled within UCONNECT, I can't recall if this can be disabled or not.
It does take a little getting used to, but pretty good once you get the knack.
What colour is the smoke coming out the back? You might get some white smoke as you accelerate but anything else could be a concern.
2015 500X Pop Star, 1.4