Thanky you for posting to my question. I wish I could be of more help here. I've only done 1 double knitting project, and I didn't even really finish it. It was the one on here with the video. http://knittinghelp.com/knitting/advanced_techniques/
For some reason I can't visualize how the scarf would look being double knitted. It sounds like you're doing the tehnique right, but like I said I'm not all that experienced with double knitting so I don't know if adding an extra stitch would make a difference or not. The only thing I can think of is the problem lies somewhere is the twist in between knit stitches and purl stitches.
Wish I could be of more help.