With the new calcite-dialog component, when closing other "closable" elements contained within the dialog, the dialog also closes. The happens with panels (inside a shell panel) and other dialogs.
Also, placing a calcite-shell component within the dialog, you need to resize it manually so that it does not cover the dialog header and footer components.
Here is a Codepen to demo the issues: https://codepen.io/fcbasson/pen/YzoazZE
This did not happen before the 2.11.x release.
It seems that the close button for all closable elements is a calcite-action component with a data-test="close" attribute, which is also now true for the calcite-dialog component, but it was not for the deprecated calcite-modal component. So if you click the close button with the data-test="close" attribute inside a dialog, the event bubbles up and also closes the dialog.
Are there any other components to achieve the desired functionality?