I noticed this while working on my "huge" project im working on and off since a while.
Notice how the waterfall changes it's color / style completely when the layout scrolls also notice how the warp effect on the pink rectangle changes when the layout scrolls...
I have tried changing all possible project and layout options but i can't get rid of this behavior :/
Here is my demo .capx:
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I'm not sure there's anything that can be done about this. Some effects are designed to change based on their position on the screen, and some aren't. For example, if you remove the lens effect on your waterfall, it doesn't do that disappearing thing.
I guess you might be able to remove these functions from the effects by duplicating and manually editing their fx file, but you'd have to know what you're doing.