One of your problems is that oval stones tend to have a bulging
pavilion (the lower part of the stone, below the girdle).
Usually stone setting is done with a flex shaft and the seats are
cut using any one of s number of different bur types. To
overcome the bulge, a ball bur is used to round out the area of
the prong below the point where it is bent over. In your case,
since I assume that you are doing everything with files, you
should use an oval or half round rile and round out the lower
half of the area you filed with the three sided file. This will
take some trial and error to get your stones to sit properly.
Another possible area of trouble, is the proper orientation of
the seat you file. It is important to match the angle at which
you file your seat to the angle at which is meets the curvature
of the stone. Again. keep checking your work as you go along to
be sure your filing correctly.
Hope this makes sense and helps.
P.S. If you plan on doing a lot of stone setting, invest in a
flex shaft rotary tool and some burs. If you have lots of money
(haha) take a course or two with GIA when they are in your area.