One thing I am seeing is that you have a Path selected, and the selection anchor points are on the circle, not a wedge. That's why the circle is getting the fill. I also see that out of the three lines, one crosses both circles (the bottom one). Two cross one circle and go only halfway into the next. Open your layers panel to see what you have, and post a screen shot if you want to. Be sure you select all objects when you use Pathfinder > Divide. Or, alternatively, use Live Paint. Select all objects first.
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