Does your "History" show why it was not recorded?
I'm also a little confused about what you are saying in your post. If you have a SL set up for a recording, you should not have to hit the record button again. If a program reflects the 3R logo and you hit record again, it cancels that program.
As davring points out, if you've got the SL set up to record first run only and hit record on a rerun, I believe it then applies the 3R logo to that recording and it should record.
If you do have shows set to record first run only and then choose to record a rerun manually, do you happen to restart the DVR between hitting Record on a rerun and when that actually airs? I would think that shouldn't matter a lick, but one of the last steps on a restart seems to be rebuilding the scheduler list and I wonder if a manually chosen "rerun" on an SL that is set for First Run Only may get dropped in that case? Wouldn't seem right and I don't have any experience with that scenario myself, but just grasping at straws.
I don't recall having this type of problem with series links on my HR20-700s (or my HR20-100 or HR21-700 either, for that matter).