Finished jobs (S1, S2 and S3) should not appear in the initial route, like Stefan suggested in this post.
There is something you need to note regarding initial route: the jobs in the initial routes will not be ruined at all in the optimization process. Therefore, not only the job-vehicle assignment (in a multi-vehicle context) will not change, the sequence of them within the route will also not change. The new job(s) can still be inserted before/between/after them, though, like what you have already observed: [S1, S14, S8, S2, S4, S9, S3, …].
Moreover, if you model the jobs as services (or deliveries), it will not happen that the vehicle returns to the depot to pick up the new jobs. You should model the new jobs as shipments if you want that.
Hopefully it helps.