Thanks for your message in this discussion, Joe, and for the private exchanges we've had.
After some thorough testing, I'm afraid I'll have to say that the Lesson Progress bar only works correctly for lessons with a "straightforward" navigation, such as page 1 -> page 2 -> page n -> end of lesson. It is not guaranteed to work with pages "jumping all over the place".
I have accordingly updated the documentation at Lesson_settings#Progress_bar.
Joseph