Just quick side note, I'm a huge fan of this style of art. You've done a really good job on this, and I've enjoyed looking around your .blend and learning a little bit about how you did it :)
You can tell something is immediately not right if you jiggle the Display percentage, under particle settings, a little. It will cause a lot of trees to disappear like when you perform a render.
![enter image description here](https://i.sstatic.net/LrLcO.png)
Blender seems to be a little confused, and this might be a bug.
Anyway, the underlying issue is that you're using a texture to change the density. If this is your emitter:
![enter image description here](https://i.sstatic.net/Exi3W.png)
This is your mask texture:
![enter image description here](https://i.sstatic.net/dtI3c.png)
Then when applied, it simply deletes the trees outside the mask:
![enter image description here](https://i.sstatic.net/RKqXR.png)
And that's how texture density masks work. You can prove this by setting the particle count to a small number like 10. If you count up all the trees you see, it will definitely be less than 10, if there are any at all.
But what you want is for it to constrain all the trees to your mask. The way to do that is with vertex groups.
Step 1: Remove the texture mask.
Under particle settings, click here:
![enter image description here](https://i.sstatic.net/tPvt7.png)
Scroll down, set Density to 0 and uncheck it:
![enter image description here](https://i.sstatic.net/RvHmQ.png)
At this point, you should see all 40,000 trees. You may want to go ahead and lessen the emitter amount, because your computer will probably be running slow. Also, be sure to check Use Modifier Stack
.
![enter image description here](https://i.sstatic.net/SBO0c.png)
Step 2: Create the vertex group
Now one way to create the vertex group would be to use weight painting, but that can be a pain, and you already have a texture you want to use, so we'll convert that texture into a vertex group.
First, create a new vertex group, and call it something you'll be able to remember.
![enter image description here](https://i.sstatic.net/LRP5q.png)
Go to your particle settings, and assign the new vertex group to density.
![enter image description here](https://i.sstatic.net/jKfzY.png)
Nothing should happen just yet. Almost there. Add a new Vertex Weight Edit modifier:
![enter image description here](https://i.sstatic.net/avdlf.png)
Use these magic settings:
![enter image description here](https://i.sstatic.net/Lqlvx.png)
And Voila!
Click for full size
Note: I turned down the emitter count to about 3,000 in the photo to decrease render times.