I had a similar problem - I was trying to dock a window to the bottom of the screen to activate it as a roll up Fence. When I moved the Fence to the bottom of the screen it would not dock on the taskbar but continued moving down behind it without docking.
Turning off "Roll up Fences placed on edge of screen" allows this to work. You can then choose 'Roll-up Fence' from the individual Fence menu.
Also if you click on the individual Fence menu and choose 'view | Roll-up fence'. Then move it down to the taskbar this will also work.
It appears that docking on the taskbar with "Roll up Fences placed on edge of screen" selected is the issue.
Nigel