Hello,

I cannot really say what is causing that, but I can say with quite high level of certainity it is not caused by JoomSEF. JoomSEF never creates URLs with index.php in the middle of URL.

Make sure that the component that the URL relates to is processed by JoomSEF handler (if supported) and not by Joomla default handler. (if you use component where no JoomSEF extension exists, than skip the SEO processing at all).
Also, the URL might be modified by some plugin or other Joomla add-on code.