Something is not right here...
I do not understand your setup...
You can't extend the signal more than once from an Airport Express....
So, your main router is an Airport Extreme? correct.....?
Everything connects to the main router. Not any other device.. Only one... unless they are hard wired...
You can't connect one Express to the Extreme router and then another Express to that Express and so on...
You can Join a network with different devices but you can't keep on extending from one device to another to another in a chain..
My Extreme is in my office.
I have an Airport Express in the hall halfway between the office and the back of the house.
This Airport Express extends the signal from the hallway back to the back of the house...
Now, I also have another Express that extends the signal of my main Extreme to my outside buildings...
Main Extreme ---------> Airport Express 1 "extended" to back of house
Main Extreme ---------> Airport Express 2 "extended" to my out buildings
It can't be setup like this below unless some of them are hard wired...
Main--->Airport Express 1--->Airport Express 2--->Airport Express 3 in back bedroom
I can see why you are having problems...
I would try something different...
Use the Extreme as the main and then setup one Airport Express to extend that signal...
Place it in the hallway or somewhere central to your entire living area....
Unplug the rest of your base stations.... Just use the main and one extended...
Walk around with your iPhone and test it out...
For me, I can walk into the back bedroom and the iPod or iPad changes connection to Airport Express 1...
If I walk to the outside buildings, the connection changes to Airport Express 2....
When I walk back into the office where my main Extreme is, they connect to the main Extreme...
Of course you have to look at the Airport Utility for both base stations to see which base station the wireless device is connnecting to when doing this...
I also have another Airport Express but it is set to "Join" the network so this has nothing to do with the rest of the network. You can't connect to this one nor extended a signal from this one because it is set to Join and that's all it does... I use it for Music to a stereo in the Living Room.....
Works for me...
Good luck