From your description, it sounds like the car is shifting, just not when it's supposed to or when you need it to under increased throttle. I would check out the Throttle Position Sensor (TPS). If it's not calibrated correctly, it can cause problems like yours. OD Off simply disables fourth gear, forcing a downshift into third, which is what helps with power and increases RPM. That should happen BEFORE the car starts losing power, so the fact that you're having to do that is another sign that the car's not downshifting correctly when it should.
As to the power/comfort switch, that simply changes when (RPM-wise) the car shifts when NOT under load. In power mode it will wait longer to shift, whereas in comfort mode, it'll shift at lower RPM for smoother shifts (and better fuel economy). Left in the middle, it does its own thing, but behaves closer to Comfort mode.
Here's a thread with instructions for calibrating the TPS on a KA24 four-cylinder. The procedure is basically the same for our engines as well, so you should be able to use this for your Max.