I think your problem is that your bed file doesn’t match the genome/gtf you used. I think it’s too old. My $gtf is the version 104 one like yours.
zcat hg19_Ensembl_gene.bed.gz | head
chr1 **66999065** 67210057 **ENST00000237247** 0 + 67000041 67208778 0 27 25,123,64,25,84,57,55,176,12,12,25,52,86,93,75,501,81,128,127,60,112,156,133,203,65,165,1302, 0,863,92464,99687,100697,106394,109427,110161,127130,134147,137612,138561,139898,143621,146295,148486,150724,155765,156807,162051,185911,195881,200365,205952,207275,207889,209690,
grep ENST00000237247 $gtf
1 havana transcript **66533383** 66744374 . + . gene_id “ENSG00000118473”; gene_version “23”; transcript_id “**ENST00000237247**”; transcript_version “10”; gene_name “SGIP1”; gene_source “ensembl_havana”; gene_biotype “protein_coding”; transcript_name “SGIP1-201”; transcript_source “havana”; transcript_biotype “protein_coding”; tag “basic”; transcript_support_level “5”;
1 havana exon **66533383** 66533407 . + . gene_id “ENSG00000118473”; gene_version “23”; transcript_id “ENST00000237247”; transcript_version “10”; exon_number “1”; gene_name “SGIP1”; gene_source “ensembl_havana”; gene_biotype “protein_coding”; transcript_name “SGIP1-201”; transcript_source “havana”; transcript_biotype “protein_coding”; exon_id “ENSE00001454196”; exon_version “1”; tag “basic”; transcript_support_level “5 …
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