I tested this this morning and @Gagea25 has the right of it. You can't build a usable stair in that configuration with short walls. The upper landing needs to land on a floor tile which can't be placed because it would be over the lower stair section. It's also a matter of headroom. Even if you could get the stair to place in that configuration, sims couldn't use it due to the lack of headroom so it would be useless in live mode.
But you can almost get the look of your stair configuration if you change the wall height to one of the taller walls and reconfigure the stair a little. See the pic below. The configuration I used moves the upper stair landing tile from being over the lower stair section and it will work just fine in live mode.
Hope this helps.
