Ok, its where you shoot and the explosion only appears on two out of four walls, this is old but heres what fixes it, make your room and click the brush to "window" in the dialoge box, dont make it transparent, this seems to solve the problem and wont affect your textures and room design..
Animatrix
it does that on solid geo as well. the bitmap is a flipbook that rotates to screen space. when you change camera angle part of it will clip behind the geometry that covers it. this is unavoidable. the only way to fix it is by building your explosions differently and using particles in addition.
or using a single particle that has bouce set to true (untested)