I was following a serco convoy (having killed the other one) and it jumped to the next sector in its path. It announced that it was jumping both in channel 202 and I was also close enough to pick up its destination in my mission chat. I jumped a second behind it and when I arrived it wasn't there. Its guards were there, but it was gone. I don't think there were any sectors between where it could have run into a storm (if the storm had disappeared the split second between when it jumped and when I did). I waited a while to see if it ever made any more jump announcements and it never did.

See the other thread. it prolly went "poff" while in-jump, which is something that has been happening to ours an awful lot :/