After a few cookies in the cookie chain, it doesn't spawn the next one. Instead, when the next non-chain cookie would have spawned (like as if the cookie chain had ended and a different golden cookie appears), it continues the cookie chain as if nothing had happened. I haven't counted if this happens after a certain number of chain cookies.
It doesn't happen every chain; it's only happened twice out of 4 or 5 chains. Both times have happened during the grandmapocalypse, so there are wrath cookies as well, but at different stages (one after one mind and the other after communal brainsweep). I don't have any heavenly upgrades that would affect golden cookies except for Heavenly Luck (GCs +5% more often).
It's not a game-breaking problem or anything; just thought I would notify ;D