I had the same problem once last season.
the game went 16 innings with their closer pitching 7 scorless innings.
The computer informed that (I forget the closers name) he was tired in the 11 inning.
But he stayed in the game and shut me out for 5 plus more innings, and I lost.
I haven't run into it this year but i know exactly what you are talking about.
It seems that if they are tired then they get a few batters out the computer forgets they are tired and lets them pitch on.
There was only 2 warnings in my game.
The first said he was getting his pitches up, the second said he isn't long for this game. But he pitched on and blew me away.
I had a couple of walks and hits with 2 outs but that was it.