I can confirm that auto-fades will not work ALL the time… independent of the Nuendo version some transitions can pop/click - usually moving the event end/start a little by hand “creates” a new fade and the problem is gone. I have not tried your situation yet or at least I never noticed an issue yet (often you just will not notice a missing fade, dependent on the material), will give it a try as soon as possible.
BTW it would also be great to have independent auto fade times for fade in and fade out. I mean, really great. For what I do I usually need a much faster fade in than fade out.
This would be a nice thing to have and surely not a big deal to implement. Though in my situation I am fine without that…