I have noticed too that long distance between the supplying planet and the demanding planet is troublesome : civilian shipping companies won't make more than 3 or 4 jumps for you.
And I think I have read something saying this :
-civilian only use jump gate, they won't fulfill a contract if your JG network between the two planets is not completed.
-they don't do it for free, so you lose some resources, but you will get a part of your money back with taxes on shipping lines.
There is a hard limit of 4 Jumps for civilians to transport stuff, so if you are 5 jumps between colonies what you might want to do is setup a way-station midway between them and just keep an eye on the Supply/Demand numbers.
I think the limit of 4 is because of the pathing routines - they get exponentially more complex with each jump away from the start location which slows down the time between increments too much.