pg_upgrade problems

I just got done upgrading 2 databases from 7.1.x to 7.2.3. In both cases
the procedure outlined in pg_upgrade.1 failed. In one case, the failure
was catastrophic. In neither case was any data lost (because I backed up
with pg_dumpall first), but in both cases it appears the failure was
similar: Everything appeared to go fine until the first 'vacuum analyze'
after the procedure was complete.

In the catastrophic case, unfortunately, I don't have a lot of info. I
just sort of told myself, "Oh well. Good thing I backed it up," did
another initdb and restored the backup. This was the first case, and the
first time I ever attempted a pg_upgrade.

In the second case, I was a lot more careful. Even so, the first vacuum
analyze failed, but the database seems to have recovered without
incident. Here's what the log said:

DEBUG:  database system is ready
DEBUG:  --Relation pg_type--
DEBUG:  Pages 3: Changed 0, Empty 0; Tup 170: Vac 0, Keep 0, UnUsed 0.
         Total CPU 0.00s/0.00u sec elapsed 0.00 sec.
DEBUG:  Analyzing pg_type
FATAL 2:  open of /home/pgsql/data/pg_clog/0004 failed: No such file or
directory
DEBUG:  server process (pid 57274) exited with exit code 2
DEBUG:  terminating any other active server processes
DEBUG:  all server processes terminated; reinitializing shared memory
and semaphores
DEBUG:  database system was interrupted at 2002-10-29 06:19:28 PST
DEBUG:  checkpoint record is at 0/4E00093C
DEBUG:  redo record is at 0/4E00093C; undo record is at 0/0; shutdown TRUE
DEBUG:  next transaction id: 4488258; next oid: 16781
DEBUG:  database system was not properly shut down; automatic recovery
in progress
DEBUG:  redo starts at 0/4E00097C
DEBUG:  clog file /home/pgsql/data/pg_clog/0004 doesn't exist, reading
as zeroes
DEBUG:  ReadRecord: record with zero length at 0/4E000B34
DEBUG:  redo done at 0/4E000B10
DEBUG:  database system is ready

At this point, re-performing 'vacuum analyze' succeeded. Poking around
at the actual data shows no aparent data loss.

1. What happened?

2. Is this an expected side effect of pg_upgrade?

3. Am I correct in believing that no data was actually lost?

4. Did I forget to do something critical before the pg_upgrade -1?