You need to right click the landmarks and in some cases revisit a landmark twice to get it to draw fully.
You only need 3 landmarks to create a quarry area, start at the point where you want to place the quarry and place a REDSTONE torch down before your landmark. Placing this redstone torch down will give you blue guidelines and makes it easier to get the right line and height for the other landmark positions.
So place landmark 1, then 2 and right click 2, then landmark 3 and right click 3 then go back to 2 and right click it again. Your box should be complete then, if you placed the redstone torch down, break it at this point and place the quarry in its place (directly behind the landmark).