Is that all?
The coordinator can connect directly with sensors, but that’s not how Zigbee is designed to work. You’re letting yourself in for a lifetime of pain. You need lots of mains-powered routers to create a proper mesh.
I also have have a Sonoff dongle and it works extremely well. Interference most definitely is an issue with all dongles. Mine is on the end of a 2m cable, and powered through a USB hub as @FriedCheese suggests. The hub needs to be USB 2 - USB 3 actually creates interference. For the same reason, your dongle should be connected to a USB 2 port on the Pi, not the blue USB 3 one.
It happens… but it’s very low down on the troubleshooting list
Lots of good advice here: