The HD terrain may make this more difficult due to the number of polygons on the terrain surfaces and this is where the completed tunnels you place in one piece are giving you trouble. The orientation of tunnels hasn't changed. Due to how the dig-hole object works, the fully completed tunnels with entrances, track and walls, have to be oriented on the cardinal points. N-S, E-W and nothing in between. The problem is, as in real life, tunnels don't all line up perfectly that way and we end up with anomalies, to put it nicely that need to be covered up. To get around that, the fully completed tunnels are created with those huge tunnel entrances.
The video you saw most likely discussed creating tunnels using dig-holes and not creating dig-holes themselves. Dig-holes objects are separate objects you can download from the DLS, or are built-in into TRS22. They are invisible objects with a small red or blue triangle on them or some other feature that's only visible in Surveyor. These objects poke through the mesh and thus "dig a hole" in the surface of the terrain.
To manually create a tunnel, you punch the holes through the terrain using a dig-hole object and then place spline walls and tracks to create the tunnel interior. The entrances of the tunnel are usually scenery type objects that are placed over the opening and any other holes not covered by the entrance are covered over with terrain splines, by squishing and smoothing terrain, and sometimes pure luck.
