In case this helps someone avoid the time I've taken to understand this, I usually use 'If Get ( LastError ) = 0' after finds and go to related records.
Today we're creating a new report for one of our insurance system that requires a find on policies within a date range and then we have to go to the member linked records and after that the mid term adjustments (MTAs) hence GTRR matching found set is perfect as we've thousands of records on our initial find and we need to go to the 'line item' member/MTA records after that.
However, I was getting ' Record is missing' error, despite a subset of records displaying successfully.
I believe I've traced this to the record selected in the parent table at the time GTRR matching found set is run. If that record has a linked child table record, then no error is reported. However, if the record you're in at the time doesn't have a linked record then the  error is reported. The same record set is displayed each time, it is only the error reported that changes.
This effectively renders Get ( LastError ) = 0 useless and we're going to have to use another method, maybe using the layout name or more likely check for error 401 if there genuinely are no children records to navigate to.