All of my tags from WeedlLon's paid rig are missing when I reopen the project
Open the project that you want to insert the rig into.  Open the rig by using the "Merge" command under the file menu instead of the usual "Open" command.  This will place a copy of the content in the project upon which you are currently working.  For help with disappearing controls, I'd have to actually see the rig and how you're using it to know what's going on.  It sounds like maybe the HUD elements are only set to display under certain circumstances.  You can change this behavior by right-clicking on any HUD element and changing it's settings, but again, I'm only guessing that this might be your issue.  Any way you could upload some screenshots, or better yet, a video of how you're using the rig?  I could modify my answer to be more helpful.

*edit  I think the tag you're talking about is the Visual Selector Tool.  I found a video that might be helpful to you.