What kind of tape device do you have?
What kind of media are you using?
How much data has been written when the Alert is displayed?
Does the third job start at all, or does it start, but eject during the job?
Have you double checked that the last job specifies the same media set as the other two?
As for "no limitations on overwriting or appending" I'd try setting APP explicitly to two days, just for grins, and would set the OPP to one day less than the cycle time for these tapes. ie: if you reuse the tapes every two weeks, I'd set the APP to 13 days.