You are correct. The screens in the waveform buffer index are not seamless. Each screen is a seamless record but there are small gaps between the screens.
These gaps will vary depending on what scope and what settings you are using. To minimize the impact of these gaps, you can increase the screen time and samples collected. Then the gap, as a percentage of total capture time, is reduced. What may have been a 50% gap may be reduced to less than 1% of total time. But you cannot eliminate the gaps.
I am familiar with the automotive PicoScopes, your results may differ.
The 4000 series scopes also have a feature called Rapid Trigger. This reduces the time between screens to an very small amount. So small, in fact, that a single cylinder ignition event can be placed on the screen and no events will be missed up to 10,000 RPM.
THE PicoScope Automotive Authority
In North America