Operating System Version:
Rolling, most recent as of 1/21/15
If you remove the current song from a playlist, when it ends the last several songs will play in the same order they already have. I have verified this with 5-6 songs now.
Mash the fast forward button until a new song appears.
Unfortunately Spotify does not officially support Spotify for linux, as it is created by devs in their free time
You can however post your issue here and they may take a look at it 🙂