Are you using the Unfold Tool?
To get the wing hole, make the wing section a group and intersect it with the panels it goes through. This will leave the profile of the wing on the fuse which you can unfold with the fuse.
If you look at the shading of the panels you can sometimes see where you might run into problems unfolding. On the third segment back from the front, there are a number of sections that are dark gray, looking somewhat out of place. These are likely to fold weirdly. I would just redraw these individual sections.
Also note that the way you have the fuse built, different diameters and different angle, the unfold will "split" along the seams, which is correct. Here is an example of what that looks like.