Only thing I can think of why it'd be gone so fast, is if you didn't pay them. After you add your items, click on them again so their gump shows up and if it's a red number that means you need to pay them at least that much. That's their charge per day so if you want them up multiple days you'll have to pay more. Also they only take cash, no checks, at least that I've noticed. So carry as much gold as your able to and go directly to them and drop the pile of gold on them to pay them.
I think if the vendor is a rental contract, you have to make sure that the person who offered the contract has it set on renewing and then you also have to agree to renew it. I think that's by right clicking the deed before you make a vendor in that spot. If the contract time is set for a short time, maybe that'd be why it disappears if one of you didn't set it for auto renewal?