I'm not sure how you're trying to draw a gain envelope on a clip, but I always have success by clicking the dropdown on the track header where "Clips" is the default, and selecting "Clip Automation" and then "Gain".
Any gain envelope that I draw on the clip stays with the clip when it's moved, every time. (After drawing in the volume envelope, you've got to change the dropdown back to "Clips" if you want to move the clip around.) As I was typing this response I went through the process step-by-step to make sure I'm remembering it correctly. If that doesn't work for you, something is seriously wrong.