I started a cargo mission in s4 to go to s7 and bring back some stuff (forgot what); when I arrived there, the station screen was black; so I did the usual logoff/login thing. But when I came back in s4 it didn't sell the goods and it was as if I never started the mission... but I could sell the goods for credits, is this how it's supposed to work?

No.. while you logoff you interrupt the mission