Is there a stop codon between the LentiORF and the puromycin marker?

Yes, there is a stop codon. The ORF and the puromycin marker are on the same mRNA transcript but puromycin is translated as a separate protein. There is no transcriptional termination between the ORF and puromycin, but they are translated separately. The puromycin uses IRES to initiate the ribosome for translation.