I don't remember this being a thing in Legion and BFA.
I wait for rogues to respawn in GY and dot them, they vanish with the dot still ticking on them (i can see the dmg ticks) but it's not breaking their stealth.
Did vanish mechanics change?
I can even see where they are because the scrolling text goes above their location while I spam holy nova on them. They dont' destealth.