The rain is a bug in the game that affects a lot of mod ceilings but they don't respond to reports on stuff like that so no idea what the status of that is. The shelter icon can be had inside a castle but its tough as the game only counts foundations that are as small as vanilla foundations. When it gets past that point it just assumes there isn't a foundation and no shelter icon. An alcove with three walls is usually good enough for a sleeping area but in general, windows, entryways and non-full ceilings compound the issue.