it’s a bit unlikely that you’ll get expert advice on MS Visio here but if you have questions regarding BPMN itself then I’m sure someone can help. Else I’d recommend to get in touch with Microsoft.
Visio can be helpful to create graphics.
But in my opinion it is not the right tool to use it for modeling languages and to create business process models.
One point of BPMN 2.0 is that between creating a model and using it for execution you don’t need to map it into a markup language. Means it helps to reduce mistakes from mapping and increases the understanding between anaylst and engineer. Thats why a BPMN tool should be able to create a XML.
Even if you just want to model a BPMN and don’t use it for execution, I would recomment you another tool. Specific BPMN Tools can help to prevent syntactic errors as they don’t allow you to make them. Camunda has a modeler, which you can download for free. https://camunda.com/download/modeler/
You can create there models and share the XML.
You can also share your screenshot and I am sure we can help you with your BPMN question but a XML would be better to check the validation.