Got you. Yes, the doors do look better in the arches - though they do need resized to do that nicely in general. Those pre-composited ones work really well.

As for the walls and the stairs - I place the stairs on the bottom and lay the wall over the top. Ideally the walls have the highest z-ordering of all objects. That gets around the issues, and avoids the issue of stairs being over the wall shadow, or the straight edge of the stairs not quite lining up with the irregular edge of the wall.