In an extra booklet bundled with the second volume of Kyoukai Senjou no Horizon Blu-ray, a report of an interview with the director, the series composer, and the novel author was published. In the interview, director Ono Manabu said the script of the first three episodes had been the biggest obstacle.
Series composer Urahata Tatsuhiko said it was difficult to deal with the first volume of the original novel. Most of the production staff felt tiresome to read the first half of the volume although they couldn't stop reading it through the latter half. Urahata was aware that the episodes 2 and 3 were not attractive as an anime. However he didn't omit them because they were indispensable for the climax of the story. Ono was anxious if the shuffled timeline of the events and the lack of action scenes in the episodes 2 and 3 could repel the audience, so he felt relieved to see the excitement of the fans after episode 4.

Source: Scan of the report