What’s probably happening is that the DVD player is jumping to the next timeline as it was built on the DVD, as opposed to the order you’ve arranged them in the playlist.
Encore numbers each timeline as you create it, and that’s also the order they get built in on the DVD. Encore doesn’t allow you to control this order. If you want to change it, you have to delete your timelines and build them in the order you want them to be played.
Complicating this is the fact that when you press the next chapter button, and there isn’t a chapter point to go to, there is no definition in the DVD specification that tells the DVD player what to do. (Jumping to the next timeline is the default behavior most DVD players use, but some just won’t do anything.)
You can get around the problem by putting a chapter point a second or two before the end of each timeline. That way when you press the next chapter button at the end of a timeline, it should jump to that chapter point, and then there’s just a small delay before the timeline ends and the end action is committed.