I heard people has issue similar to that, but i never. normally, i will recheck the step upon to the point you have issue. sometimes you may get some surprise. for me especially, cause I have to wait for my kids sleep first before i built, it could be midnight for me to start building
I have experienced it two times I believe, one for architecture Sydney Opera House, and the other one is the Brick Bounty AKA the pirate ship
I asked Lego to send back, it took about two to three weeks for the pirate ship,(the part was not so important, so I could keep on building)
and didn't ask for the sydney opera house, because it's too small and would not affect the look of it anyway