Building high is frustrating by design I think. You don't have to do anything glitchy but you do need to exploit the game's mechanics. The best way to go high IMHO is to loft a single spike of ground as high as you can in a couple of strategic places (you need one spike for about every 10x10 of the 2x2 floor tiles roughly for stone, wood will go a little farther out) and find a way to hide or use the spike in your build. Then you can reanchor off it as 'ground' and go from the real ground up about 10 levels. This takes an insane amount of iron support beams, so you were warned. But it works. I used my spike as the centerpiece for a spiral staircase, which hid it pretty well. You can also use it to back a chimney type thing.