Casper T,
Okay, take a look at the rolled up milestones higher up in your list. What is different? The "From" is different. A milestone is a zero duration "task". There is no start and finish, it's either start or finish.
In your last screen shot you show your added milestones, one for a regular rolled up milestone and one for a manual milestone. Set the From AND To for both milestones to be either Task Start OR Task Finish and your problem will be solved.
John