I'll use direct NASA/NOAA data so there's no attacking my sources this time.
Here is a report published in 1999 by NOAA and NASA showing temperatures much higher in the 1930's with cooling through the end of the century. Temperature data outside the US wasn't very reliable in the 20th century, so it's best to focus on the US. Skip to page 37 and look at figure 6. Make a mental note the high point of 1.5 degrees C in the 30's from 1999 data.
Compare this with the same data today and you'll miraculously see the 1930's as much cooler with a warming trend (again, NASA direct data - note the new high point from the 30's is 1.2 degrees C, not 1.5): https://data.giss.nasa.gov/gistemp/graphs_v3/graph_data/U.S....
My point is that the "climate science" we're bombarded with in the mainstream media isn't hard science. It's a political narrative fueled by financial conflicts of interest and grant money. That bothers me because 1) I like to understand reality, and 2) it is leading to massive misallocations of capital, just like with COVID over the last 1.5 years. I think we should be concerned with climate, but we need to focus more energy on our own sun. I think our sun is far more dangerous than all of the anthropogenic climate change theories combined.
Please see [1], which has before-and-after plots (page 18) that appear to match up with the differences you're seeing and describes why those adjustments were made (section 4, on page 3). For example, it fixes biases that resulted from different time-of-day for measurements, stations moving their thermometer locations over time, and a couple others.
One thing that doesn't perfectly match up is that the peak in the 1930s of the before-adjustment plot in [1] doesn't go quite as high as Fig 6 of the 1999 paper, but it does seem to match Plate A2, so I would assume it is a difference of using calendar years vs meteorological years (section A2 of the 1999 paper).
Regarding your broader point: I think skepticism is great; asking questions is how we learn new things, after all. But it's not so great to assume that climate science must be wrong (or a political narrative) just because you found something that doesn't immediately make sense. Often it simply means climate scientists know something we don't.
Also, since you mentioned concern about financial conflicts of interest, I'd encourage you to consider that the anti-climate-change narrative is just as (if not more) susceptible to those. Fossil fuels are big business.