I think it might be nice if the designation boxes that you can drag out could go across mine shafts (dug down). The designation itself could function only on the level where the dragging started, or down, not sure; perhaps it would depend on the specific type of designation to see what would make the most sense. Another idea is to have it stick to the level at which you start, unless you go down or up while dragging, so that you can designate a three-dimensional area, as in Dwarf Fortress.
At any rate, you can see me kind of struggling getting my citizens to cut down some trees around my mineshaft in the attached video around 16:02. I end up dragging out several smaller areas rather than the one big one that I meant to do.