This error is normally caused when a face is extruded and it is assumed that the two faces at the end of the extrusion will then remain periodic.
I’m not sure about gmsh, but in pointwise this is often fine but, if you use a high order mesh, the smoothing that occurs can lead to points that can no longer be connected and hence gives this error. I think you will need to some how tell gmsh that the two faces need to be periodic.