If the tracks actually do flow together, use Splice marks instead of End and Start marks between tracks. But if you want the old style end marks with countdown between tracks (which is what it seems you’ve set up), enable the “Audio in Pause” button, because it sounds like you’re placing the End and Start marks not at clip edges, but on top of the clip. That’s where the error message is coming from. But if you enable the “Audio in Pause” button that should be fine.
Just test it in CD players and in iTunes afterward to make sure it’s doing what you want, without cutting off program between the end and start markers.