Hi Andras, also I see now that trying to join only the 6 big pieces together does not give a solid - doing that and then selecting naked edges led me to this small irregularity in 2 corners of the shape:
There seems to be a tiny micro edge in those areas with a length of only 0.003 units - that's almost certainly what is interfering with filleting.
Thanks for your answer. my model looks messy , sorry next time I should check before send I gonna check it again, I set 0.6 value, anyway. thanks again.