It IS indeed with Holds I have seen this strangeness, too. Other kind of locations seems to work reasonably well.
Yeah, I figured as much. It could be that one of the sub-locations has a wrong parent location, e.g., "WhiterunLocation" is set to "ReachHoldLocation" instead of "WhiterunHoldLocation." (Obviously it's not, but as an example).
It's also possible that say one of the cells in "WhiterunLocation," like one of the obscure "Wilderness" cells, is in the wrong sub-location. In that case the problem wouldn't be with "WhiterunHoldLocation," but "WhiterunLocation."
Or it could be just a bug of some sort.
Edit: by the way, I'm now leaning toward the 2nd explanation. The Holds aren't guilty so much as the sub-locations beneath them are, but you would only notice it if you were in a specific cell that was miscategorized.