I had this problem too. Turns out, if you want a bridge, or tunnel, drag your road start and end point out, and press M to raise it or N to lower it.
Only way that I got it to work! However, the bridges/tunnels are arched, and not flat, which looks untidy to me. Lol
It still requires some practice, and sometimes will give you a terrain error, but that’s TF for you. Lol