This will most likely be caused by pre-existing attendance codes being entered for this member of staff. In the example below the maternity absence period has been broken down into two sections on the staff profile, despite being entered as 10/06/2019-14/06/2109 (one period of absence).
If you go to Admin > Personnel > Manage Staff Attendance and enter the date range in question, you will find what is preventing the codes to all pull through.
In the example given, this staff member has one day with present codes entered for 12th June prior to the Maternity code being entered, which means if a bulk period of maternity leave was entered on the staff profile that date will be missed out and the maternity will be split into periods each side of the present codes.
You will need to remove the present codes, and then apply the correct absence code for those days.