The standard API mentions timeline endpoint is not guaranteed to provide 100% fidelity and may be subject to both technical and platform limits; for example, the standard API is eventually consistent across data centers and may not always immediately reflect data replication; at high load it is not possible to promise that all mentions (or other actions) are reflected; and spam flagging may sometimes cause Tweets to be temporarily hidden from timeline responses.
For high fidelity and reliability you would want to consider the commercial premium and enterprise APIs. There is no direct equivalent to the timelines endpoint to mentions, but search queries can frequently surface higher quality results.