Hmm.. That is not Really the Building's Problem, It's more like how unit behaves, you could use doodad so that i won't dissapear :O, Though Im not sure since i think you are going to make it a unit :O
Tho, There are some model's are buggy and even you move abit, it is assumed outside you screen (Unit Model Dissapear when it goes out screen, thats how warcraft behave)
Try this, Open your model with War3modeleditor, go to edit->Calculate Extends->Yes->Save it
That can sometimes help, if it don't :O Im not sure how XD