Maybe the demo files got overwritten instead of completely clearing out the old demo first.
And yeah, wall auto-connecting is pretty tricky—it was a tough feature for me, and I almost gave up to only focus on multi-tile digging tools.
Simplest setup: if you're using regions for mineable walls, just place any wall tile (no terrain needed), set the region ID to match Plugin Manager, and turn 'Connecting Walls' to true. Terrain takes a bit more work: configure it in Plugin Manager, tag the terrain in the Database Tileset, paint the tagged wall, and mark the region on the map.