If you are scheduling the programme from the guide rather than manually, it's because the broadcaster has transmitted the 'end of programme' AR signal too soon. There is little that you can do about that, other than adding padding to your recordings to record past the end. However, if the programme starts later than the amount of padding you have set, you will still miss the end.
There was somebody on the HDR-FOX section saying that he generally converts recording schedules to manual when he wants to record consecutive programmes, because of the risk that bits of the programmes end up in the wrong recordings. Certainly up to about two years ago I used to have that problem, but never recently.