When establishing a new change stream on a sharded collections, notifications can be missed until the stream has processed at least 1 notification from every shard. This is because when a shard receives a changeStream request, it marks the start point of its local stream as the current replica set majority commit point.
So if the cursor on shard A gets established at time 5, shard B takes a write to the collection at time 6, then the change stream cursor gets established on shard B at time 7, now the sharded stream will return notifications 5 and 7, but will miss notification 6.