Different IRF for same timing

Dear Professor Jpfeifer,
I am working on a model which incorporates financial intermediary and central bank. When I run the model with the oil price shock(the first shock) everything works perfectly, but when I change the shock to a technologie or monetary shock the IRFs are not favorable. I think the timing of the model has a problem, but if the problem is from the timing why the first shock works perfectly. I put the model here
Oil_h_13.zip (961.1 KB)

I would like to have your idea on this case. I appreciate your time and consideration.

Sorry, but this is impossible for me to debug. I can only recommend checking all equations and derivations.