Ooooh...
That explains a lot. I think the construction of your stronghold begins at the rank right before councilor. But if you are on pc you can once again rely on the console. Warning: I have never ever tested this myself so I can't promise it will work. Maybe someone else should back me up on this one before you try anything.
However, my curiosity on how the strongholds were built forced me to check how they were built. The only thing that I came up with was this. The variable "Stronghold". It seems to have values between 0 and 6. 0 means nothings there, 1 the stronghold quest has begun, 2 is the first stage ready, 4 means the second stage is ready and 6 means the stronghold is finished.
So, theoretically you could write "Stronghold 6" in the console. Or maybe "Set Stronghold 6" or something similar. But wait for someone else's comment on this first.