Fairly minor but many story missions are not where they are supposed to be. The examples that I remember are from the three-part Chaos investigation in the Tenebra subsector.
In the first part you are told to go to Aethon Prime but the missions take place on the planet to the left of it on the system map - begins with an N, can't remember the name exactly.
In the third part, the missions that are set on the Tempestus Citadel, Nereus III and Nereus IV all take place on Nereus II.
I think there are others but these are the ones that stand out in my memory.