Not an expert on this but I think that some packetloss is expected during the short stun that will take place during the failover.
With UDP (since its not reliable) it should be assumed that not all packet will reach the destination, if you need guaranteed delivery then you need to use TCP that has resend functionality builtin.
Do you see the same behavior while taking a live snapshot? (I would excect similar behaviour since there also will be a short stun)
// Linjo