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.
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:
This is your mask texture:
Then when applied, it simply deletes the trees outside the mask:
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:
Scroll down, set Density to 0 and uncheck it:
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.
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.
Go to your particle settings, and assign the new vertex group to density.
Nothing should happen just yet. Almost there. Add a new Vertex Weight Edit modifier:
Use these magic settings:
Click for full size
Note: I turned down the emitter count to about 3,000 in the photo to decrease render times.