I'm just now seeing this topic, I hope you have remedied your bread?
I've never baked with a bread machine, so I don't know what could be going on with that.
The one comment I'd make is that whole grains take longer to absorb water, so when using the eyeball method to determine if the liquid to flour ratio is correct it's best to let the dough sit for a short while first. Today I made a whole wheat/oatmeal bread. I cook the oats in milk, then add white whole wheat and let it sit while the oats cool to a temperature I can use them.
Another thought- make sure your rye is as finely ground as is possible. I make a vollkornbrot that works well with a more coarsely ground rye, but I wouldn't use that rye flour for a typical bread.