The filament "swells" up to the inner diameter of the feeding pipe, from the nozzle to about the end of the heat-sink. This happens after a few hours of printing. It happened using a new nozzle (0.2 mm) and a new tube - the same clog is the reason why I changed both. When this happens, the filament can't be pulled from the tube - I had to cut it open on the end to remove the filament, thus shortening the tube with each clog. The nozzle had no filament in it when I removed it and isn't clogged up.
When installing the nozzle and tube, I first screw in the nozzle, heat it up and torque it a bit, then I slide the tube in all the way.