Weird replacement issue with small caps and breaks
When text is set in small caps, the German ß ligature gets replaced by ss. When that replacement then is at the end of a line and the word needs to break and wrap around, InDesign creates missing glyphs.
This is not an issue with the font and it is not a general issue, because Illustrator doesn't do it. It happens with true small caps and with fake ones.
Rainer Klute commented
In addition to that, the line (only the line, not the entire paragraph) is marked as "missing font".