First, FTM is not the final expansion. It was followed by Their Finest Hour. Even TFH has bugs, although the final patch for TFH does take care of a couple of them. The list of expansions is:
Semper Fi
For the Motherland
Their Finest Hour
You need each the previous expansions to install the latest, or else buy the full collection. In my opinion, the base game only became "marginally playable" after the 1.3 and 1.4 patches, and it wasn't until the final patch for Semper Fi that it really started to get decent.
I've seen units "vanish", but usually if you group-select everything in the province, they reappear. It seems to be a graphics issue. Then you have air units, which depending on settings, may run themselves to the point of destruction and "vanish". In my last game, I had a fleet in port, covered by INT based in the province, and with 4 CAGs in carriers as part of the fleet. The AI repeatedly sent ONE naval bomber or CAG at a time to bomb the fleet. They didn't return to base, and over the course of a year that had to exceed 4 wings of AI-controlled aircraft simply wiped out.
Since you don't have your game registered here on the Paradox site (no visible game icons in your signature block), you can't view the sections of the forum with patches and mods, and there are definitely patches for the game. You only need to load the last patch for the latest expansion you have, because the expansions include (and overwrite) the patches from the previous expansions. Enjoy.