I create an event which starts on the last Saturday of September 2011 (24) and ends on October 10, 16 days later. This event will happen again on 2012.
On 2011, it goes from 24 to 30, but then nothing.
On 2012, it is splitted in two parts. One starts on September 29 (ok) and ends the 30. Instead of continue with October 1 to 15, it goes back to September 1 to 10.
On 2013, starts on September 28 (ok) and ends the 30. Again continue on the 1st day of September but ends the 15.

This happen (I think, I don't check it too much) with "last Saturday of". If I try "on 24" or "the last" it works fine.

Yep. The events which start on "last weekday" and pass onto the next month are not shown correctly. I'll see if this could be fixed although it's probably not a very common case so low priority for now.

You're right about not being a common case.
That's ok for me.