Flattening is very common with new, soft dreadlocks. They are still just loosely knotted hair, and haven't yet started developing into the tight, matted knots that make locks. So when they are still soft, they can tend to get squashed and fall apart sometimes. The best thing for them is just patience and palmrolling to make them tighter. It's a pain, but worth it.

It's just another one of those little tests of endurance that make you so glad it's all over once they really start rocking. Don't worry about it too much, and use just enough wax to keep them stuck together in the beginning.