fixed effects model with dummies and sub-sample period

Dear all,
I am new to stata so I do lack experience and hope to receive your help. I try to run the fixed effects model with binary industry and year dummies. My dependent variable is firm leverage and independent variables are firm size, profitability, tangibility, growth, non-debt tax shield, growth rate of GDP and inflation rate (the last two are just time-series data). I have 1 country, 597 companies in 15-year-period.My problems are that:

1. My supervisor said that i can include both year and industry dummies in my model but stata always omits my industry dummies. I googled and some said that the fixed effects model already control for individual effects so industry dummies are not necessary. I do not know which is correct
2. I separate my full sample in 2 sub-sample periods: before and after financial crisis. The sign of coefficients in both sub-samples contradict with that of the full sample and all of them are significant at 1%. Also, the coefficient in one sub-sample is too big (unreasonable) in comparison with this in others. So, did I make mistakes?

I created dummies in excel.

Please help me with those problems as I am kinda desperate. Many thanks in advance.