I'm in the same boat as yourself. Laid down a base starting block 3700m outside orbiting the planet Omicron and it disappeared when I went back into orbit to work on it somemore. I have a feeling that the planets might move, but objects placed in space will not orbit if they are in zero gravity. So I'm hoping to still find my space platform one of these time on my way out into orbit.
But I have been thinking of starting a Capital Ship, but would prefer not to lose it as well. I'm going to make all of the parts neccesary to land the new Capital Ship, go to oribit and build the base frame work and then land on Omicron to finish the rest of it and not worry of loosing it in the void of space.
my advise is to build the vessel as close as possible to the gravity border of any planet, and also far away from the asteroid field, if it is too close, the space drones might attack it. furthermore, bring more than 600 hull blocks when you start to build in space, smaller ships are VERY hard to spot in space, i found mine again after a long trip through the orbit more randomly than planned.
I had the same problem, lost about 5-10 Capital Vessels on that way. My solution for now is to place the vessel exactly over one of the poles in a distance of about 600-800m to the atmosphere. This is far enough away from drone patrols and a you always find them because they are not moving in relation to the planet.
When you place the vessel lets say over the equator, go down to the planet, stay there for a while and go up to the orbit again, you will not find the vessel because the planet is spinning. For that reason I take a position over one of the poles, they are not moving ;-)