One other tip - you can also do a fillet by select a face of a model, and it will fillet all the edges of that face. So for instance in this case for your fillet you can select just the top face and do fillet, you don't have to select individual edges for these types.

I kind of see what your problem is, when you fillet the sort of "sub-assembly" of just those few surfaces, it doesn't know how far on the side to trim the fillet back so you get a hole there.. Still looking into it.