So exactly which rom/kernel have you got installed? I've flashed most of the roms/kernels available on xda, and not had the problems you have, neither have I seen anyone else post anything similar on xda.
Rom manager works fine with sgs2, I use it to flash CM nightlies, had no problems. Once you have flashed the first CM7 nightly the 'hard way', as per instructions on cm thread at xda, then you can flash the nightlies using Rom manager.
I run CM7 on my sgs2, I have got villainrom 2.4.2 running on my wifes Sgs2.
It sounds to me like you have flashed cf-root, then flashed a stock kernel to get rid of the yellow triangle, done it wrong, and therefore lost clockwork recovery/root.
Just remember, rom manager is a 'fake flash recovery', it require your phone to be pre-rooted. It will not root your phone for you. To root, you have to use an insecure kernel and superoneclick, or a cf-root kernel.