Ok this one I found… Problem solved
When you set the TypeData to GPU Sprites, you may have noticed this message appear in the Preview window:
“WARNING: This particle system has no fixed bounding box and contains a GPU emitter”
The missing bounding box is what causes the particles to disappear when the emitter is off-screen, since GPU particles require a fixed bounding box. To enable this, in Cascade, click in the black background (not on the emitter), and in the Properties tab search for “bounding”, click the checkbox for Use Fixed Relative Bounding Box, then up on the toolbar, click the Bounds button to see the bounds on screen. The size of the box can be modified by expanding the dropdown in Properties and modifying the Min/Max.
In the level, you will now notice that the particles will only disappear when the edges of the bounding box are off-screen.
I hope that helps!"