HI.
I haven't used pun yet, but i did have some similar issues.
The Playmaker Photon Proxy might have a Don't destroy on load.
you can see this when you play and a scene is created, called Dont Destroy on load.
If so setting the object as a singleton might help.
This will make sure that there will be only 1 version of that object.(oldest object persist)
Search for singleton manager on the
Ecosystem