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The reason why the data stops is because there are no underlying components in those indices from those specific dates anymore (there simply is no data for those indicies to track).
To confirm this (see attached), as an example in the S&P 400 mid cap gics index for oil & gas drilling(10101010) the last component (Transocean/$RIG) was removed on Monday the 21st of September 2020, therefore its last data point in the index would be Friday the 18th of September 2020 as Matthew confirmed. Same with that index for the large cap SP500 code. Finally, in regards to the Coal & Consumable Fuels SP500 index (10102050), there has not been a large cap coal company in years (March 4th, 2016 the last company was removed from this index, also confirms Matthews data).