I have been working for several months trying to create my own figure with my own bones.  Ok, I had no idea when I started, but wanted the figure to be my own creation.  Ok now have my figure, so time for bones.  forget reading the manual, as it looses me.  (I am not smart).  Forget copping them from someone else's figure.   I do look at the structure and match bones to my groupings, though for some reason my collar ends up having polygons that belong in my big toe, etc.  but that is not what this is about.  

So now I have the major bone structure in place and work like heck to get the no bones into the proper group.  I export the figure back into the pose room and then save my figure to library.  I am now ready to add more bones such as for ears.  Now the disappointment, toe and finger are sticking out of the fingers an toes  How can I make them stay in place?

First thing biting you is probably that the endpoints are no longer linked. There a check box carefully hidden in plain sight. Right in the middle of the JE. That thing will uncheck it's self if you go in and out of the setup room. That option makes the endpoints and origins stay hooked together. That looks to be what's happened here.

This actually happens when you adjust the rotations ( Positions ) in the joint editor, normally when working in the pose room with the Joint Editor. Changing the Center point of the last bone is causing a dismatch with the previous bone end point. This does not affect the articulations per se but in the setup room they seem not to be attached, no matter if the auto lock is on.

After adjusting the bone rotations and positions in the joint editor grab the End Point ( Manually with the mouse ) and move it slightly so they will jump together , if the visual aspect is disturbing you. Actually the Center Point is relevant for the movement the end point will not cause any issues if it is not aligned. once done exit the setup room and save your model with the fixed coordinates.

You will note it happen when you are in the setup room and changing the endpoint value of a bone that it will move away from the linked bone no matter if the Auto-lock is on. All this probably happens when using the Joint Editor in the Pose Room. End Points have to match the Center Point values in the chain! Actually just a Visual issue unless you are using Point at features for interactive movements then the end Points have to be set up perfectly.