The car disappeared because it despawned. The car spawning in the farm could be just a glitch because there's a tunnel underneath the farm. Roads in the game contains lots of spawn points, and the Stallion probably tried to spawn in the tunnel, but spawned above the tunnel instead, resulting it to appear in the farm.
The car passing through the wall could just be a glitch. The wall looks like a 2d model and doesn't look like a 3d model. As far as I know, most 2d objects in video games are unsolid.
I don't know if this is true or false