Q: Insert Box with shaded background, settings: Inner Box -> None

Preliminaries:

*         Windows 10 + LyX 2.2.1

I write a document with lots of examples. If I set the entire examples in the 
Example environment, this reduces somewhat the possibilities for typesetting. 
So I have planned to do the following:

*         insert the examples in a box with shaded background (Insert 
Box/Shaded Background. Apply Settings... Inner Box: None.)

*         Let the *first* paragraph of the box be an Example environment - this 
makes sure that the example is numbered, and I can define labels to the example.

*         Let the subsequent paragraphs be of type Standard.

I sometimes include floats, e.g., figures, in these shaded boxes. *HOWEVER*, it 
seems like I get *error messages* because of this; some figures are not shown 
(or appear, say, 10 pages after they *should* normally appear), and references 
to the figures appear to not work.

Question: Is there a problem with inserting floats in such Boxes?

Thanks!

-Bernt L.

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