Hogie - relegation from the State leagues is ok, I've done that and been back after a one year absence and also a two year absence. I think it's possible that it could be something to do with your reputation as the team I did that with was Bangu, one of the better known 3rd division sides. As they play in the Rio State championships, it's difficult not to get relegated.
Wizzle - I'm surprised you didn't get sacked after being relegated from the 3rd division, of the four occasions I have played in Brazil 3rd division, I have been relegated twice and been sacked on both occasions, despite staying alive in the State champs (once with Tocantinopolis and once with Bangu). Maybe you have a nice chairman.