Ok, are you falling all the way into the floor or just sinking in a bit. Let me assume you have the latter problem:
You have to be really careful to get your exit region RIGHT on the place where the subworld-collider and non-subworld colliders meet.
This is a really common problem (even happens with Cyan stuff). Try making a invisible collider (not included in the subworld) that bridges the crack between the worlds.
Also, you may want to try Nad's way of doing the subworld regions (having a region that triggers on exit).
Mostly, subworlds are pretty stable. For some real fun try scaling the subworld empty and go into Uru (warning: shrinking may occur). HEHEHEEEE
If this stuff doesn't help send me the blend and I'll have a look at it.

Also try parenting the subworld to the elevator model and animating just the subworld (not sure if you did this--it really helps).

Currently getting some ink on my hands over at the Guild Of Ink-Makers (PyPRP2).