Why are other sell limit orders being filled before mine on exchanges like gdax?
Look at the trade history on the right. Do you see any price other that the current ask and bid ? This means that orders with values other than 9000 and 8999.99 (to take the example below) are not filled, so those orders are getting canceled.

Keep in mind that this domain is heavily automated and most of the activity you see here is bots fighting each other. So this level of frequent adding/cancelling orders on the order book is quite normal.