On a second thought, I think your the integration volume should be eight small cubes of sides 0.1 at each corner of a large cube of sides 0.4. As illustration for x-y plane, see picture below. The intersection area in that picture actually forms four long bar of square cross section when put in a 3D coordinate. If you add the last region corresponding to the inequality for ##z##, you should get 8 cubes as the integration volume.