Hi Benjamin,
Design mode has limited utility. It can give you a preview of what the framework of your page will look like which can be helpful. However, it does not take into account visibility changes on page widgets due to security, conditional visibility, or empty context objects.
In your specific case with the wizard I would guess that the disappearing second step is related to one of the visibility conditions listed above. You may want to try some of the following troubleshooting steps:
Hopefully one of these ideas gets you pointed in the right direction.
Danny