Currently JanusGraph doesn't properly registers starts and ends of the local traversals. We should probably analyze match step and connect local end steps with proper local start steps.
For example,

g.V().match(
                 __.as('a').out('created').as('b'),
                 __.as('b').has('name', 'lop'),
                 __.as('b').in('created').as('c'),
                 __.as('c').has('age', 29)).
               select('a','c').by('name')

I assume in the above case it would make sense to register vertices of V() with the out('created') step.
The end of the first traversal should probably register it's vertices with has('name', 'lop'), and in('created').
The end of the 3rd traversal should probably register it's vertices with has('age', 29)).