Yes, this is definitely not possible if you only have one MS connected during the DT. The Mobile has to be in dedicated mode before HO takes place. But the channel has been released, so the MS is in idle mode at this time.
But if you have two MS connectred during DT, you might be looking on the ALL MS tab on your layer window. Then it is possible to see such order of messages in one window. MS1 might be released but MS2 is still dedicated and received the HO command but fails.
I agree, you must be making an error somewhere.
After the RR Channel Release, the BSC has released the TCH timeslot. No way it can send a HO CMD to the MS. From BSC point of view, nothing is going on on this timeslot.
On the MS side, when RR Chanel Release is received, it should reply with a “RR Disconnect” n UL. In the meanwhile, the UL TCH is still available (from a MS point of view – the MS could still send stuff in UL, though nobody is listening).