Any pet can be lost with a UO bug. There are many UO bugs, and many pet bugs, too (though much there can often be put down to user error). The spaghetti coding is not only old, but it's also much re-written & amended.
Regardless of colour, a cu sidhe is no more & no less susceptible to buggieness.
For whatever it might be worth, I have 7 GM+ tamers (three Legendary, most Elder/Elder+) and have never once experienced any bugginess with a cu sidhe. I cannot say the same about my various rune beetles and bake kitsunes.
Anyway, (shameless marketing plug) my own 5x GM fire/blaze cu sidhe is on auction at Leto's with a reserve of a mere 150m for those of us already on Europa. Hey! I could even deliver to the doorstep of your felly shack (castle) since it's not far from my own humble abode.