Duh, this will be a little bit more complicated, but I'll try to explain the cause:
It all depends on how the special effect itself is set up (== the model itself).
If you select any effect, you can see in the preview window (usually on the left side of your World Editor) that it has some animations and you can change which animation it shows to see how those animations look (e.g. the fiery bubble of Immolation spell has Birth, Stand and Death animations) - effects like these are usually set up so their "stand" animation loops endlessly, until the game removes the effect, in which case it plays the Death animation and then disappears.
Effect like War Stomp, however, are set up so they have only 1 animation - Stand (hence why you cannot change its animation in preview window) and this animation is set to NOT loop - so it will only happen once, then it is removed.
The possible ways to fix this are:
a) Create new model effect based off War Stomp and use 3rd party programs like War3ModelEditor, etc. to change its Stand animation to loop. Then import this new model into your map.
This option, however, requires some knowledge in model editing (though it's more like c'n'p and changing few names).
b) create a trigger which will fire when someone uses Immolation and then it will periodically create War Stomp effect at the feet of the caster. This method is simpler imo, but you need to know basics of triggering.