Quote: "I put three entities and a 'Win Zone' and doesn't complete the level.
It happened at 118 and at 119. "
It does work as it is coded to do. If you are using entities (such as a artifact for example) that need to be collected and the win zone comes after, then you need to structure according. Each item you use with the "IsObjective=#" must increment according. Here is an example of what I mean.
I have a level where the player needs to collect 4 scrolls before they can exit the level. I place each scroll where I want them and the win zone. I then right click the first scroll and set the following:
IsObjective = 1
I set the next scroll as... IsObjective = 2
The third as... IsObjective = 3
The fourth as... IsObjective = 4
The win zone is then set to ... IsObjective = 5
How it works
When the player enters the level and collects all 4 scrolls, they locate and enter the win zone which ends the level. If they only collect 3 or less scrolls BUT find and enter the win zone, the level will NOT end UNTIL the final scroll is collected. In other words, all 5 you define must be reached (touched/entered/collected) for the completed and level end flag to run.
There are pros and cons to this. The con is the above description where they reach the win zone before the appropriate item(s) are collected first. The work around would be to create a trigger zone close to where the player would come to the win zone and have the script use variables to keep track of the number items collected. If the value equal what you want, then the trigger could spawn the win zone.
Another method to use (if you do not want to use variables) is to script each item to "activate" (spawn) the next item, and so on. In other words, one item is visible and once collected, it would spawn the second. The last item (once spawned and collected) would then spawn the win zone, preventing the win zone being entered without the right number of items collected.
The "IsObjective" does work, even in my v1.17. I have tested in v1.19/v1.20 and it worked as it should for me, so chances are it is an oversight on the item and the "IsObjective" number/order.

There's no problem that can't be solved without applying a little scripting.