I'm no expert on this but I did shadow volumes recently and didn't have an issue with shadow volumes going through themselves. I was shadowing a Menger Sponge fractal. I used the following tutorial, perhaps there is something in it that might help:
The major problem I hit was making sure the quads were facing the correct way. You said you checked this but did you check it on the actual mesh that is giving you problems? I assume you rendered back faces one color and front faces another to see? Do you have front/end caps? I also found I needed to use a 'sealed' mesh, is there a split around that quad that is causing you problems?