We are very sorry about the issues you've experienced. We have seen most of them and we are working on fixing them for an upcoming release in September. The application is still young and evolving rapidly, we appreciate your feedback.
Although the builder designed to work in all browsers, we recommend Chrome if you are experiencing problems.
The following three things may sound lame but we want to make sure you don't give up making your map tours.
The first is that if you are experiencing multiple problems with pictures disappearing, something may have gone wrong and it may be more simple to start a new app and make a new web map.
Second, saving/reloading the application frequently will prevent you from frustrating data loss.
Lastly, the original way of making a Map Tour by using CSV is still available. From the import screen you are able to download an example CSV, edit it and come back to the import screen to import it. That way you will just have to use the builder for the import and general settings and you should not experience any issues.
About the issue with html tag not saved in captions please gave me one example that is not working and I will look. Have you tried to use that same markup in a fresh Map Tour? It may be related to general instability of the save than to the html tags.