I don't think it's due to the arrows although that too would probably would mess it up. Plus I zoomed in tight and verified that there are no tiny segments underneath. Interestingly the problem appears to be associated only with that very first track (the track closest to Monticello). When I tried joining the second track to a third track it joined perfectly. In fact I was able to continue right on down the line just as Eduro suggested. So far I haven't bumped into another track that acts like that first one. So at the very least this will still help reduce the total number of tracks that I'll have to dork with on the Montana.