Make sure that they are above the surface level of the floor. Also try just moving it around the floor of the level a bit. I've seen this many times appear in places where there should not be a problem, but by playing with it a bit the problem went away. On occasion, deleting the offending item and recreating it in the same location has also worked. No demo is actually played.
Demo file is in appropriate location and looks the same as others.
I'm still trying to work this out. See the modified screenshot for further clarification. I've been using WC and I made a fairly simple map. Everything compiles fine, generates a .bsp file. Other maps work fine.