Why "Fill" color appear outside vector path?

Hi, I have a problem with Pen Tool.

I’m making GTA 5 map overlay, to get effect of map zones. I created a one zone with Pen Tool, connected all points, and fill color with stroke worked properly, but when I decided to make a path bigger (add some more points to it) and connected “dots” - fill color appeared outside the vector path.
(Below I added a picture of version with bugged paths)

What can I do, or what I’m doing wrong with it?

It’s not clear from the image what the actual setup is. Try to reproduce in a simple file you could share editable.