While I ran into this in build 982, it's probably been around since the very beginning -- and I'm not sure whether you'd actually consider it a bug or not. It's certainly a limitation, though.
In short, if you put a maze path at the edge of a map, you still can't head in a direction that would theoretically lead off the map. Now, obviously the last step of a maze path can't be allowed to lead off the map, nor can an exit -- I leave it to you to decide how to implement those failsafes -- but it seems a little strange to not allow, say, a maze path at 0F that has a solution of up-right-down-down with a left exit.
Like, for instance, this test quest: http://www.arinoru.net/~pteryx/lost-corner-case.qst
Again, I have no idea whether you'd consider this a bug at all, but... -- Pteryx