Let me ask this a different way. When you imported the STL, was there both an "inside" surface and an "outside" surface? Keep in mind that SpaceClaim has the faces with outward pointing normals as grey and the inward pointing normals as pink. So if you were to look at the "L" shape on your image dated May 29, does this have grey on both sides or is one side pink?

If both the inner and outer surfaces in your model, when you pull both surfaces you may create something like you see on your image from May 26th. In such as case, you need to determine is what side you want to use and only select that side when adding the thickness.

Lastly, when you use the "convert to solid" you do just that, you lose the facets. That is why all your options are not available in the facet menu of the ribbon after you use this command.