[Zubersoft]

Based on your description, you are most likely using Settings->Library Settings->Automatically Load Next Song and you have unchecked "Always Load Whole Setlist". Each song is then loaded individually and not joined together if you tap a song in a setlist. You need to check "Always Load Whole Setlist" if you want to be able to page between the last page of one song and the first page of the next song.

Mike