I would check the lock mechanism at the top/right of the machine (not the gumball machine). The kick out from that mechanism does not feed the slot machine, it simply kicks out into the right orbit. I haven't looked there recently, but I would expect it to have a switch or two and a kicker/popper. Make sure the switch(es) activate in test mode (with a ball). Make sure the kicker works correctly. Perhaps the kicker kicked the ball off the switch just enough that the machine thought the ball left the lock lane, but it still was inside. A bad or mis-adjusted switch in there is another possibility.
-Brannon