The front dolphin and the rear dolphin's tail are a single vector.
If you try to node-edit them you will see that the start of the combination is at the dolphin/fin crossing; it goes over the dolphin's head around its own tail, then does a crazy loop to make the other dolphin's tail. In the attached image I have shifted the start and end points to show the problem.
What do you want it to look like? What do you want to join ? Closed vectors shouldn't cross over or intersect themselves.
WarpDriver, StandingWave, Topo and gadgets available at PaulRowntree.weebly.com