Ugh… Finally! I got it to happen 
Uh… The hole is only visible in building mode, until I reload (then it disappears and I can design there again)
Steps to reproduce:
- Draw a road:
- Draw a second road apart:
- Connect them with another road:
- Erase everything with the Erase tool:
Results: The place where the second road was, is transformed into a hole where you can’t build anything.
Reloading the UI seems to fix it.