A few times when i got a retrieve cargo mission, it went something like this
Go to s11 to pick up used mechanical parts.
Return them to s4.
Get told you need to bring the parts to s4.

Yep. I had this happen to me at s10 station also. Even when I tried to reenter the sector repeatedly, thinking the computer bot didn't update quick enough or whatever. I definitely had the cargo in my inventory, but it still told me to get the cargo from the destination station.

Our next update will address some data corruption problems which may be causing this bug. If you still have the problem after the update, let me know. (And also, if it's a cargo retrieval mission, tell me if it's the one where you're given the cargo or the one where you have to buy it yourself.)