If I build my Prosite website with the membership that my agency is paying, Do I lose the site if they stop paying?

Hello - if you are getting ProSite free with your Creative Cloud subscription and your CC subscription lapses, you'll be notified when your ProSite was not paid for, and you'll then be given the opportunity to pay for ProSite as a standalone. You'll have a 2 week "grace period" before your site comes down, so you'll have time to work out billing details. And if for some reason your site does come down, you will be able to login and republish the same site at any time, so no data will be lost.

Hope this helps!