This is a pain for me too. Quite unintuitive during my first few weeks of practice. I don't have it front of me, (had to return faulty controller) so I could be getting mixed up but I think the culprit is the effect "Slip Loop". If triggered while already in a loop (with slip off) then it causes you to break out of the loops and potentially train wrecks any mix you might have going on.
IIRC if you use the "Slip Roll" effect instead then it won't break those loops. Sadly it doesn't quite sound as good as "Slip Loop" to me. You'll need to apply AND release the effect with far more precise timing for it to sound as clean and tight as loop.
I wish they'd add an option where if you're in Loop mode first and then apply Slip Loop FX it remains in that selected 4/8/16 beat section and doesn't break out.
I'd also like if you could set an active loop, hit slip and then use the jog wheel to scratch/spinback etc within the selected loop section and for it all to keep time during a transition. IIRC that's not how it behaves.