Yeah i think with those they are a bit trial and error.
*OPPS, I may have read your question wrong, sorry, not real sure. I left my response anyway, as I found this method worked for me.
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Anyway this is what i found works from memory.
Place the tunnel segment first, what ever length you desire,
Select the Wall/Floor Segment you want to use, then select the paint wall only tool from the above menu, next to the floor one.
Next paint your wall around the vent tunnel, working you way around the tunnel with you box arrow facing inwards.
The select your vent and apply.
If a wall disappears once more, re-apply the wall, as a paint wall only, you may also try different directions to paint the wall, however being on the outer wall, with the arrow facing in towards your walls outer face i think works best for those tunnel/vents.
There may be others ways. Good luck.
Working on a new title now in progress.