Your picture is confusing.....looks like the surface to which those combs are G2 continuous are not there... the surface you are showing seem to be not continuous.....Maybe is the perspective.....
Anyway,if that thing i see there is a fillet, it has spans. That s not good generally, and it means you didnt use the explicit control. Well, try using explicit control and set degree to 5 or 6.... Many many times you are left out with a bit that is not G2....
The software cannot do magic this time, and cannot give u the solution u want. Normal.
Use bezier surfaces option... then tweak manually the surface CV s where it didnt achieve G2, in order to achieve it.
That would be a standard procedure .
Dont expect the software to give you G2 everytime you hit the button.... Especially in the cases where you are asking for G2 in all 4 boundaries of a surface.... It will never do it for you.
Dont be afraid..... Put some curvature combs on those locators and tweak the cv s till it looks fine.
Dont get hooked up on getting G2 everywhere..... It shouldnt be an obcession, and G1 will be very fine for many situations. I bet you are not going to manufacture it, and to a tolerance of 0.001 mm. Think about what the tolerance settings mean.... 0.001 mm...to make a render?.... Is that necessary? always?
Hope I clarified some of your questions......and i hope i understood your question.
Good luck man !
P.S. Try a blend surface there..... maybe you ll get a better result regarding G2.