Check for double vertex.  I know the style you use here, I have done it so too.  This technique is for making like the object I post, and other type like it.  Results are good.

I learned too from the window tutorial how to get the edges.  It's a good geometry, but you might have double vertex.  Blender can not select border as you wish on some type of geometry, and that's just a fact.  Maybe some software can do so, but it depend on if the edges compare a complete loop, or if they have more than one pole?