Are you using screen4 as the screen set editor? If so, 99.9% probability that is the problem.
Generally this is a problem with the contents of the set file as written by screen4 and how mach renders the set file when loading mach. There are known cases where screen4 will corrupt a set file in such a way the images will not be rendered correctly by mach (it's a "layering" issue). Alas, Screen4 is a very old program that has not received any maintenance work for many years.
The issues are more common with lset files (lathe mode screens) than set files (mill mode screens) - it turns out that mach does not render lathe and mill screens using the same rules (known bugs in mach3). See item 4.35 in the MSM release notes for some more info. That item lists some of the known bugs in mach wrt to lset/set file rendering - I suspect there are more than the ones I managed to find :-(
I'd highly recommend that you use MachScreen to edit set files instead of Screen4. When the image rendering problems were discovered, Klaus (Machscreen's author) included features in machscreen to work around the problems. You can also swap order of bitmap images within the set file with machscreen to fix this type of problem.
Machscreen can be found at
http://www.kd-dietz.com/klausphp/index_eng.htmlDave