Reading systems are allowed to ignore vertical margin after a forced pagebreak, that's how the CSS specification works. Some of the tricks suggested above should work in an ePub book, but with a Kindle you are at the mercy of whatever the converter is doing to the code. Try a different converter.
Another thing you could try is CSS pagebreaks instead of mobi-specific ones:
Code:
<div class="pagebreak"> </p>
div.pagebreak {
page-break-before: always;
margin: 0;
padding: 0;
height: 0;
}
In HTML+CSS, the margin that would be ignored is that of the <div>, but not the one of the following element (the <hX>), but I wouldn't be surprised if it didn't make any difference after conversion.