Caloric curves for sodium clusters with N=139 and 147 atoms show a fine structure near the solid-to-liquid transition. Neither of the two sizes exhibit surface melting. For N=139, diffusion of the surface vacancies is observed, which is not possible in the closed-shell N=147 cluster. A few kelvin above the peak in the heat capacity, N=139 is completely liquid. This is not the case for N=147. Here the inner 13 atoms remain nearly fixed up to several tens of kelvin above the melting temperature of the outer two layers. A simple physical reason is suggested for this unexpected behavior.