Electrical – Strange 4 Way Switch

I was replacing a current 4 way switch with some GE Z-Wave switches when I noticed something strange. The dead end switch box has a Romex cable with Red/White/Black/Ground wires. At the next switch box the Romex is Red/Red/Black/Ground. There is continuity between the 3 wires.

What are the possible scenarios here? I have searched and haven't found another switch, I haven't found what would appear to be another load. Could it just be a splice somewhere between the 2 switch boxes?

EDIT:

The main switch box has Load and Line, and a Romex bundle heading to switch box #1.

Switch box #1 has 2 romex going in. 3 of the lines are continuous (measured by meter) from the main switch box. The second Romex that leaves this box is Red/Red/Black/Ground.

Switch Box #2 has 1 romex in. The colors are Red/Black/White/Ground. They are continuous with the 3 wires that are Red/Red/Black/Ground in Switch Box #1.

So the question is Main Box -> Box #1 – > ? (Continuous wires, but change color) -> Box #2

Edit #2:

Above is the middle box. You can see in the top middle section of the box the 2 traveler romex bundles comming in. One from the main switch box, and the other from the dead end box. Both romex have red wires that were wire nutted together. They also both had black and what seems to be red, with white paint on it going to the switch.

Edit #3

Above is the main box. The black wire was spliced to Line. The red wire was spliced to Load (the light). the top left Romex in the box has continuity to the middle box. It has a red/black/something that appears to be red with white paint.

I don't have a picture of the 3rd box and I'm on travel for work this week. The 3rd box was the dead end and had a simple switch with a 12/3 romex with Red/Black/White(with a black line) that had continuity with one of the middle box's Romex (Red/Black/pink?).