At a guess, it's the RECORDS_COUNT that's too small - but we can't see where that is set. If it's too small, the final record will be overwritten multiple times and you will get a difference between the DGV rows and the printed output.
Use the debugger (rather than Debug.WriteLine) and follow exactly what the code does while it is running and you'll see what I mean, and be able to see what RECORDS_COUNT actually is compared to the number of rows processed.
But ... don't do it like that! Never concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Always use Parameterized queries instead.
When you concatenate strings, you cause problems because SQL receives commands like:
SELECT * FROM MyTable WHERE StreetAddress = 'Baker's Wood'
The quote the user added terminates the string as far as SQL is concerned and you get problems. But it could be worse. If I come along and type this instead: "x';DROP TABLE MyTable;--" Then SQL receives a very different command:
SELECT * FROM MyTable WHERE StreetAddress = 'x';DROP TABLE MyTable;
Which SQL sees as three separate commands:
SELECT * FROM MyTable WHERE StreetAddress = 'x';
A perfectly valid SELECT
DROP TABLE MyTable;
A perfectly valid "delete the table" command
And everything else is a comment.
So it does: selects any matching rows, deletes the table from the DB, and ignores anything else.
So ALWAYS use parameterized queries! Or be prepared to restore your DB from backup frequently. You do take backups regularly, don't you?