Inconsistent placement of anchored text frame in data merge document

Just writing up this bug so that anyone else who encounters it can find out what's going on with less head-scratching.

It seems that InDesign's data merge feature gets confused when there are anchored objects in a text frame that's anchored inside another text frame, which can result in:

1. exported PDFs that don't match the InDesign preview when viewed in Acrobat (so, nasty surprises on some pages after exporting)
2. InDesign previews that - bizarrely - show differently depending on whether you navigated to the preview by hitting the arrow keys in the Data Merge box or by entering a number.

(sadly I can't provide a file for confidentiality reasons - but the problem point had multi-line data merge entries, a text frame that was anchored in another text frame of equal width, and anchored images and text frames in this anchored text frame)

There were certain entires where, if I navigate to them in the preview using the 'next' and 'previous' keys, there was 4mm less space between the nested text frame and the previous line than if I navigate to it by entering the number. Exporting as a PDF through data merge used the variant with more space.

Re-working the area in question so that the nested text frame wasn't needed seems to have removed the problem (but loses the ability to vertically align these elements in a fixed size frame that is in the text flow).