I understand

Please can you tell me that when they fall off they are lost, or are they stored somewhere else. Thanks in advance.

That is as long as they will be stored in iCloud. Make sure you download the photos from the stream on all devices where you want them within that time slot. They may be deleted from iCloud, when the time is up, without any warning, and they will be gone for good.

My Photo Stream is not meant for storing photos, it is for transferring photos to all your devices.

iCloud: Photo Stream limits

Where are you using the Photo Stream?

• On your iOS devices save the Photo Stream photos to your camera roll and backup your devices regularly, either to iCloud or to a computer using iTunes: iCloud: Backup and restore overview
• On your Mac enable automatic download in iPhoto or Aperture. This way, all photos in the Photo Stream will be imported automatically to your photo llibraries.

In iPhoto on your Mac you enable automatic download in the iPhoto Preferences > "iCloud" Preferences:

In iPhoto on a handheld device (iPad, iPhone, ...) you save the PhotoStream images to the Camera Roll by selecting them and using the Share menu to share to the Camara Roll.