URL Aliases not recognizing Node Reference Tokens?
The issue I_THINK is that tokens are only generated on content in the current node, eg, it has no inherent intelligence to walk up the hierarchy of node references to find all your other info stored in other nodes.

So, it would appear you have a node ref to the course already in your lecture, so just make sure you have the correct [TOKEN] there (TOKEN-title-raw instead of TOKEN-number-raw perhaps?) but to get up level to the department, you probably have to put a field in your lecture node and populate it behind the scenes with the department node reference (via hook_nodeapi() and $op presave by node_load()ing the nid of the course and getting it from there)