Ok. I am able to match yield, Macaulay duration and DV01 for 912828R36 with BBG now. The interest accrual start date is to be taken as 5/15/2016 even though issue date of cusip 912828R36 is 5/16/2016.
The issue with zero-coupon bond 912796KC2 remains though. Any help would be appreciated. Thanks.