The dots are a login attempt. When the broker server goes down or the Internet breaks down, Zorro is thrown out of the session. It will then print dots until the problem is solved and it can login and resume the session.

A trade is removed from the trade list when it is unknown to the broker. That normally means that it was already closed. Such errors happen with real money just as well. For avoding them, do not trade with real money.

You can see the real stop in the .htm file, not in the Trading station. The Trading station can normally not know at which price Zorro will stop a trade.