I think if you end the turn of the last person of the chained characters it ends it for all of them.
But yes whatever the issue is its very annoying. Happens to me all the time.
As I've been playing onwards I think you are correct. What happens is this. You have 3 characters in a row, lets say Will, Gale, Astarion. They appear in that order on the top left. Wyll goes first. You finish his turn and hit spacebar to end. For whatever reason the internal game order is Wyll > Astarion > Gale, despite what you see at the top left. So with Wyll done it jumps to Astarion. Either because I notice this or just because I want Gale to do something first, I select Gale and act, then hit space, and it entirely skips Astarion.
I agree a "you have actions remaining" prompt would be good, ideally with the ability to filter by character whether to show this for bonus actions, regular actions, both, or neither.