A tad confused here as you note that "no other scene directly follows, yet there is a "break between two scenes." What are you changing within the video?
Tested a single clip with a transition FADE and added an effect. Then cut out a portion of the clip. Neither the effect nor the cut altered the fade.
Same result when a fade transition was between two clips.
If a single clip has a fade, and another clip is added immediately following, the fade will vanish. To avoid that, add the fade after adding the second clip.
In lieu of using a transition, try the TRANSPARENCY effect, plotting a keyframe curve to fade where desired. Here's how.