I can confirm I got this bug a couple of time on the Doremy stage.
It's most likely caused by picking up health and getting hit while healing. I wonder if it can also happen in other stages.
It's not, and it can't happen anywhere else in the game. It's caused by the fact that collision check with the item happens before the game clamps Reisen's position, causing this to happen: you pick up the item -> game pauses -> game moves Reisen away from the item -> games stays frozen and no health is added. This happens because the code for health regeneration is in the item's collision event.