Hi aaaatrums,
I would guess the line partially disappears because the external face of the frame is flush with the wall face, and there is no gap between the edge of the window and the wall.
To solve the problem either increase the window reveal to set the window slightly further back, or adjust the frame settings to give a gap around the edge of the frame.
If you are still having problems please post a screenshot of the frame settings.
Hope that helps!