We're working on fixing this one.
In the meantime, you can protect yourselves from loss by building alone in your Rooms (I know this is much easier said than done ). The issue depends on the Room authority (a.k.a. Master) changing, which can happen any time a new player joins. If you must have someone in the Room, save before they get there.
Restoring the Room to a previous good save will fix broken Volumes, so save often.
More up-to-date information: