I am attempting to annotate some ChIP-Seq data that I have called using MACS2. I just want to annotation peaks to specific regions, such as following classes : promoter, 5’ untranslated region (UTR), 3’ UTR, coding exon and intron),and intergenic regions from gtf file( convert to 'TxDB'). However,  the result always output annotations  to regions which i do not care about, like first intron, first exon and downtream 3000. How to set my focused regions?

first exon belongs to exon.

first intron belongs to intron.

downstream belongs to intergenic.

You can simply convert 1st exton to exon etc.