How long is the kick sample you're dragging in? If your Mac is relatively slow, it will take a while to completely finish processing the pitching process after dragging the sample in. The time this takes also depends on the length of the sample. I recommend not using samples longer than a second or so for this reason.
I'm not sure I can explain the samples disappearing. Are the paths to the kick sample changing? You can check the "Embed sample in project" checkmark on the settings dialog of the plugin, this should guarantee that the sample remains in the plugin state regardless of file presence on disk.