Lol I got stuck here for a while to. I tried everything to dig around into the room. Eventually I just gave up and decided to finish the objectives to realize the level didn't end there. Just goes to show when in doubt finish the objectives.
Try this:
Place a dig order and hold the mouse still at the same position. Then press "F" to step down a layer. Your cursor should be aligned directly beneath the first dig order. Click again, press "F", click again - and repeat. This also works with "R" for digging uppwards.