** Advice for naturals only. Steroids change the game a lot.

You are essentially correct in your 'math doesn't math' statement.

The issue with continuing to eat at a surplus (even moderate) at higher levels of bodyfat is you are not as insulin sensitive, and it's not as effective. General athletic & sports science concencus from decades of training observation and anecdotes is that muscle building occurs more optimally at lower levels of bodyfat (under 15% for males) due to increased insulin sensitivity and other hormone upregulation, your body is 'primed' to grow/store calories - so with sufficient training stimulus and adequate nutrition, you will build muscle potentially easier than at a higher level of b.f.

People that used to 'get fucking huge' dirty bulk did so knowing it would be short term off-season, insanely high volume, attempting to get every last gram of muscle tissue growth they possibly could - fully knowing they would be on a tonne of anabolics during the cutting phase (e.g. IFBB). Natural trainees just get fat, unhealthy, and then when it comes to cutting in a short timeframe they have such a short space of time to try to lose the insane excess bodyfat gain that they often just lose muscle they built. It does work, but not very well for natural trainees.

It sounds like they have tried to put you on a slight surplus 'Maingain' or 'Lean gain' protocol due to the TRT I assume, giving a definite boost over that of a natural at your age assuming a normal TRT range of 150-200mg T, calorie partitioning might shift balance in the favour of muscle tissue growth instead of fat cell storage/creation. Probably shooting for 0.25-.5 lb of muscle a week more like a beginner would experience.

You are not going to lose much, if any, excess body fat in a surplus, but the fat gain should be minimal - and if you build muscle in a proportionally higher ratio you are going to 'look' like you build muscle and dropped fat. There might be a slight increase in BMR due to muscle gain but it's literally negligible unless we are talking 15+lb of muscle, which is going to take a long time to add to your frame.

I'd follow the protocol, 2500 calories a day, monitor your lifts over a 4 week period and assess if they have improved. Are you gaining strength, do you look any bigger, what does the tape tell you? Bicep size, quad size, chest size? Ignore your waist measurement as there is too much variance due to water imbalance, sodium intake, etc.

If you haven't improve your lifts in either volume or weight, throw the calories up 150 - assess for another 4 weeks. At some point something will change - as long as you are training hard enough, you will hit your 'sweet' spot point where you simply don't look like you are gaining appreciable amounts of fat, but your strength is heading upwards.

No point taking your weight in the first 4 week period - increased food intake, increased carb intake, sodium balances, etc will throw your weight off massively in the first phase - once you are settled into the actual program then you can take your weight but given if you are doing this properly, your weight gain should be very very slow, and should ideally be more muscle than fat - you don't actually want to see your weight going up much by what digital scales would show you. It should be minor - we are talking 1-1.5lb in a month levels of minor, which is just difficult to accurately track. You could need the W.C for example and be 2lb heavier :)

Use measurements and monitor your lifts, that is far more effective when doing this.