After I filed the initial report, I found the vgmknodes command. I ran this command once, and it set up the required directory /dev/vg and symlinks within it for me. But more important, I don't have to run it any more; now when I run lvcreate, a new symlink is automatically created for me. This was definitely not happening at first, so I guess that's the bug: symlinks in /dev/$VOLGROUP aren't created until vgmknodes is run once. At least, that's what happened to me.
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