In my GTFS data, I have bus routes that are on a loop and that is specified in my frequencies.txt. However, I noticed when querying trips on Google that if the trip crosses over the starting/end point of the loop it doesn't connect and it tells you to walk.
My shapes.txt file draws out the full loop for the bus routes so I would expect everything to work but it always seems to have a gap from the last stop in stop_times.txt to the first.
Here are my GTFS files. https://github.com/joshuahouston/theRIDE/tree/gh-pages/feed_files