No your not missing anything. They don't go in a chrono order. They might do something in season three that happens before something in season one. An example would be how season three beginning was about Domino's squads training and showed them graduating, but in season one they were already graduated and were defending a listening post near Kamino. That's why Heavy is still alive on the season three episode. Hope that helps.
Lol yeah I don't like how they decided not to go in a chrono order. It does get a bit confusing. I have quite a few times been like "did that happen yet or is this before that". It's for kids mostly so there able to get away with it and not a lot people notice, except for us fanboys