The issue with the lines being slanted is due to the fact that Simulink sees these signals as continuous so it will connect the fixed-step discrete points with lines rather than stair-steps. The slopes don't actually matter though since the simulation is not being executed between the two points. If you would like to see the stair-step you could discretize the signals using a Zero-order Hold block with the same sample rate as your base step size.
Alternatively you could use a variable-step solver with zero crossing detection so that you will get a time step at the exact moment of transition for each of the compare to constant blocks. That will also product a clean vertical edge with a continuous signal.
