Hi Nathalie, what a wonderful version of VEE!
What happens is that sometimes not all shapes are used when you run VEE, so the "spare" shapes will stay at the position they were last in, which makes them appear "unconnected".
What I did to fix it was to hide every shape when the green flag is pressed. Then everything works great!
Oh, and this will also fix all the other problems you encounter, like the layering etc. 
Does it work for you?