I’m doing a bayesian estimation of the model and it seems like I have some problems with the mode of the parameters. Based on the results of mode_check plots, I see that not for all of the parameters and shocks the modes are at the maximum of the posterior, they are quite close for most of them, but not exactly. Is that a problem? If yes, is there some general procedure to fix this problem?
Can it be fixed by setting higher standard deviations for these parameters?

Yes, I tried that, but the Hessian after this procedure was not positive definite.
I also tried some other mode_compute options, the result was the same, not positive define Hessian at the mode. Is there some general procedure to solve this issue?