Thanks for providing the example. Sometimes this is a factor of the anchoring of the frame. If anchored “To Paragraph” the pilcrow (¶) will appear beneath the frame. If anchored “As Character” the pilcrow will appear adjacent the frame.
In this case however it is a strange break phenomenon that only seems to affect the pilcrow when there is not enough room for it beneath the frame. Rather than forcing the pilcrow to the next page (when at page end) or moving the position of any ensuing object (when two objects are closely positioned) LO is placing it to the right (at least for LTR text) of the frame. Graphics are also affected in the same manner and the problem appears consistently for versions back to v3.3.0.4 under GNU/Linux, so is likely inherited from OOo.
I can’t find a related open bug for the matter relating to page end (although both may be the same issue) despite searching using various combinations of “picture”, “image”, “graphic”, “frame”, “wrap”, and “para”. Bug fdo#67997 is likely the report related to two frames in close proximity causing this behaviour. Although that report does not specifically address this issue, I would guess it is the same cause.
Please raise a new bug and include as much detail as possible. I would also recommend changing the example document to place both images / frames on a single page with a single pilcrow beneath the final image (set at page end) to demonstrate the issue. If you do raise a bug, please report the related number back in the form “fdo#123456”. Thanks.