well #1 the disappearing station is caused because the model actually goes outside the 13x5 tile asset boundary, when you scroll your screen so that the 13x5 is not in the view, the game thinks it doesn't have to render the asset because as far as it can tell it's not in the scene. this is normal, the other modules do this too, but it's less noticeable because M2 is 16x2 tiles and M3 is 16x. I shortened the length of M1 to 13 tiles so you could draw roads right up close to the wall of the station (make a small busport to connect routes like i do in the screenshots on steam)
#2, you can attach them you just have to be a bit more creative, try connecting them first then extending track 1 out from that intersection - note the tracks won't be exactly straight but they'll still connect. BARE IN MIND, if you connect the tracks so that track 1's incoming trains can switch to track 2, you may get a lot of extra tourist trains because that means both those modules are connectiing. reverse it, so that track 1 OUTGOING trains can get onto track 2, that way no tourist train can get onto your interior network, but your interior network can go to m1 and reverse out again.
Here's how i attached mine:
as you can see the outside connection only uses 1 module and can't reverse out onto the interior network, it can only come and go from the outside to this one module. the interior lines service all modules as you can choose where and how they get around.