That looks much more like a bug in your map than anything specific to a certain editor. It would appear that you didn't create the smallest sector last as you said you did, or that you didn't actually turn them into sectors in the right order. Assuming that what's in the picture is your entire map, the largest sector should be sector 0, the medium sector should be sector 1, and the small sector should be sector 2.
Escorter at
Hmmm, I didn't noticed that. Thanks, and sorry!
Retodon8 at
Basically you always should work from the outside in.
When making an "outside" area with buildings in it, start with a large area (the outside), then add the buildings, then the rooms inside those buildings.
Like TX said, turning things into sectors in the wrong order amounts to the same buggy result.
You can't have overlapping lines (between vertices) or turn a sector inside out without problems either.
I'm pretty sure there are tutorials online that give you hints on what you should and shouldn't do.