This is unclear due to a number of reasons. I would first turn off the default cascade on remove in order to eliminate several cascade paths before returning to it.
Then click here to read about adding disconnected trees, foreign keys, and navigation properties.
I would then set up the entities as you prefer and repost a more detailed problem. (Since you've tried so many things, it's difficult to determine what actually occurs here.)
Once adding and updating are operational, you can go back and determine where cascade delete can be used and where manual deletion is necessary.