your cold start (automatic choke) is not working, CNG mehcanics break it off the carburettor to disable it in order for the engine to be started on CNG.
the idle not returning is because the dashpot is either bad or is disconnected or the slow release is missing from its vacuum line - connect it back, in correct way the rpm should drop to 1200 and then take 1 to 2 seconds to drop to 800.
btw - your idle speed is too slow. raise it 800