Sam,
Yes, there are gaps between each full screen buffer as they are placed into the scrolling capture buffer.
The size of the gaps depend on the scope settings. The 4000 has a rapid trigger mode where the gaps are very very small but that is only at the faster time bases. (1ms/div and faster)
The gaps, at other block mode time bases using the 4000, can be considerably less while capturing more data but...
When you get into the longer streaming modes with samples jacked up, the gaps get much longer. This is due to the fact that the PC has to write a LOT of data to the hard drive before continuing. In the example above, this may be around 40MB for one screen. That takes several seconds. However, when you have such a large seamless capture time on one screen with all the detail you would ever need, the pause between screens is less relevant.
Keeping in mind that the 4423 can collect 8x more data than a 3423 at the 5s/div example above. So, it's not surprising that it might take 8x longer to write it to the hard drive with those settings.
So......It depends