i have the same settings you mentioned and i am having a similar problem since i updated to ios 6.1.3 on my iphone 4 (i tested another iphone 4 with a friend and it seems to have the same problem)
if i have a missed call, and it appears on the lock screen, then i receive a call, sometimes, after i end the call, i find that the missed call soemtimes remains on the lock screen and sometimes disappeared from teh lock screen, even when i unlock the phone and access it, i don't find the "1" beside the ohone icone indicating that i have a missed call.
the same thing happens when i get a call waiting while i am in teh middle of a call. sometimes when i hang up, i find the missed call i got during the call waiting appearing on the lock screen, while other times, it is completly gone.
i started noticing this only with ios 6.1.3 and i would love to know if others are experiencing teh same thing.