Jetpack modules don’t actually start loading until after a connection is made. Since certain modules need a connection to WordPress.com to work correctly, that is how Jetpack was set up. That is likely why you don’t see an error until after the connection is made.
Haven’t heard of that before — are there any errors in your error log? You can ask your host where it’s located. It sounds like there might be a PHP error being triggered, and if you can tell us what it is it’ll help pinpoint the problem.