However, this creates a gaping hole, where shard collations cannot be processed during the time between when they are included into the main chain, and when the next period begins.
Can you elaborate more on this? Is the gap here referring to the time between M2 and S4*?
What are the shard collations that can not be processed during this gap, S3* or S1*~S3*?
And what is the reason that they can not be processed?