From what i see, Your defenders wont listen to your instructions due to them having Free Roles and High Creativity.
Try lowering it to normal n remove the free role. Though i wonder if closing down high is good. If one of them goes up then theres a hole where the other 2 might try to close. Then again if theres more than 2 players up front they might get pass your defense.
How about setting your Wingers to Full Closing down and mentality Normal. Im not so sure myself though im just suggesting. | 
