As the title says, the progress count in the program doesn't match the actual number of downloaded images in the download directory.
In these example images, HDD correctly lists the gallery as having 286 images. The progress column claims to have downloaded all 286 out of 286 images, but the actual download directory only has 280 images (plus 1 .txt file with the gallery metadata).
Gallery link
I don't know how HDD checks downloads after completion to make sure it got everything, but it doesn't seem like it tries a comparison between the "Pages" value and the actual number of files (minus the .txt file) in the download directory. Maybe it's more complicated to fix than it seems since HDD'll have to keep track of what images and URLs it downloaded in order to implement a "grab the ones I don't have" feature.
I'll also mention that HDD is probably dropping images because I'm running it through a rotating proxy to circumvent the image limit system and it just drops whatever image it was downloading when the proxy rotates. I suppose this is going from a "bug thread" to a "request a retry failed images" feature, although if there is such a feature (I have "Times to retry failed images" set to 100), it doesn't appear to be working as I think it should.