Eu não uso o own_window_type, mas defino o own_window_hints manualmente em uma configuração personalizada. Eu não tenho nenhum problema com a janela conky desaparecendo. Sinta-se à vontade para copiar o máximo de configurações que precisar para descobrir onde o seu não está conseguindo fazer o trabalho.
Como alternativa, se você postar seu arquivo .conkyrc, poderemos tentar depurá-lo para você.
alignment middle_right # Display on right edge of screen, vertically centered
background yes # Fork to background
cpu_avg_samples 3 # Sample and average CPU cores three times
default_bar_size 208 10 # Set bar height
default_color gold # Set default text color to gold
double_buffer yes # Enable double buffering to eliminate flicker
gap_x 6 # Offset horizontal placement to allow a one pixel gap between window and screen edge
gap_y 0 # Make conky respect the vertical centering
if_up_strictness link # An ethernet connection is only considered to be up if there's an active link
maximum_width 297 # Set width - 307px
minimum_size 297 # Set width - 307px
net_avg_samples 3 # Sample and average network activity three times
no_buffers yes # Disregard file system buffers when calculating memory usage
own_window yes # Required to minimize double buffer size
own_window_argb_value 191 # Set conky background opacity (0 transparent, 63-127-191 25-50-75% translucent, 255 opaque)
own_window_argb_visual yes # Enable ARGB settings
own_window_hints undecorated # No window decorations
own_window_hints below # Always visible as a desktop element under any other windows
own_window_hints sticky # Sticky across workspaces
own_window_hints skip_taskbar # Do not display to taskbar
own_window_hints skip_pager # Do not display to other application switchers
pad_percents 3 # Stabilize layout
temperature_unit celsius # Show temperatures in Celsius
top_name_width 20 # Set top name width (Default is 15 characters)
update_interval 0.5 # Set update speed
use_spacer left # Stabilize layout
use_xft yes # Employ XFT anti-aliased fonts
xftfont DejaVu Sans Mono:size=9 # Select an appropriate font and size