I think the problem is that Cura throws a hissy fit if you set the first layer at less than 150% of the layer height.

Use the scale factor in Cura to make your object 20 times as big. Once you have done that you can see the layers more easily and by reducing the scale you will get to the point where they start having 0 layers on the thin bits because Cura can't fit them in.

It is to do with your first layer height and the extreme thinness of the thing you are trying to print. When Cura makes a box yellow it still obeys the setting but is just warning you that it doesn't like it so you can set first layer to the same as the rest but it whinges.