Orders API pagination cursor skipping a page and not providing "next" link

Shopify Partner
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We've noticed a bug with Shopify's cursors, about number orders not being sent out to our app. 
We've traced the problem to a possible issue with Shopify's cursors.
For example, when we make the following call:

We get a list of 250 orders, as expected. It gives us the following as the next link in the response headers:
Then on this next page, the API returns only 40 orders, whereas we're sure we had 600+ orders in that time range, and should've printed out another set of 250 and a "next" link to the last page, which that too, it doesn't do.
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