I often have groups or components with several nested layers. Why can I sometimes paint the object in the top most layer of the nesting structure while other times I have to go deep into the nesting to get to the original non-grouped elements?
Materials on faces override materials applied to group/component containers. Materials applied to component/group containers inside a nested (parent) group/component override materials applied to parent components/groups. The materials heirarchy works up through the nesting.
Sounds to me as if your main issue is not being consistent about the way you are applying materials.