I have never cut the batting on the diagonal...use that for the base. ONly cut the fabric for the large triangle on the diagonal. I then put a triangle on one side, lay the first strip on top right sides together as tho to sew them then pin approximately on the seam line..pins paralelling the seam (not traditional way of pinning, but these will come out before stitching). Make sure that these pins show thru to the other side clearly. (You could also baste these on if you want..the stitching will be covered up on the other side)
Now, turn the batting square over and you should be able to see the pins (or the basting) you put in. lay the second triangle of fabric right side up and opposite the triangle on the reverse, then lay your first strip on this right sides together and pin both down - again, marking the seamline with pins = check the location of the pinline or seamline from the first side is in a position to be caught when you make the seam on this side - if you've followed the pattern instructions for cutting the triangles you should be OK.
Then reposition pins to be able to take them out as you stitch - on both sides! - and stitch the seam line on the second side. This seam should catch all four pieces of fabric on both sides. If you basted the first side and basting stitches show when you iron it open, just take those stitches out. Make sure you have enough seam allowance on both sides to hold your pieces in place = and go on the the strips on one of the sides.