I've played around with them a bit more now and I'm not having troubles anymore. I thought the sectional couch was supposed to move as one piece, but as mentioned in another comment on this thread it doesn't do that but still works as one big couch.
A thing I didn't notice at first with the modular shelving (and part of why I started this thread) is that some are standing and some are hanging on the wall and they only snap to other standing or hanging pieces respectively. So for example, there's a wall mounted bookshelf and a standing bookshelf. The standing bookcase won't snap to any other hanging pieces like the cabinets and cubbies, but the hanging one will. Maybe that's the issue you're having too @Psychotps when you say they're finicky. Once I figured that out I haven't had any issues with things not snapping together.