The bounty hunter class was cut from the game. Expect the game to fail if you try to use it via KSE. In that regard, it's quite different than the other classes.
If you start as a pure single-class Jedi in KotOR, you will need to download the "KotOR 1 Fixed Cutscene Files for KSE" from starwarsknights.com or you will get stuck with a "CutStart" object in a bedroom.
I don't know about problems running as a prestige class in TSL.