When using sector fade effect I sometimes can see unexpected result (one nearby piece of sector is not "faded", while another one, even more close, is):

Basically it depends on sector's fade setting. I will need to see the map to tell you for sure.

Here it is. I also noticed that you can get this effect only when you step in faded sector along left wall and look to the right.

Works fine here.

Well, I checked more, it looks like that only when using OpenGL, Software renderer makes all the faded sector glow brightly, Direct3d shows very good gradual fade; but OpenGL makes it look like broken in pieces. Can that be because of graphic drivers, or maybe I should have build full vis data for the map?

I use OpenGL and it works fine.