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If you train your own word-vector model, then it will contain vectors for all the words you told it to learn. If a word that was in your training data doesn't appear to have a vector, it likely did not appear the required min_count number of times. (These models tend to improve if you discard rare words who few example usages may not be suitably-informative, so the default min_words=5 is a good idea.)

It's often reasonable for downstream tasks, like feature engineering using the text & set of word-vectors, to simply ignore words with no vector. That is, if some_rare_word in model.wv is False, just don't try to use that word – & its missing vector – for anything. So you don't necessarily need to find, or train, a set of word-vectors with every word you need. Just elide, rather than worry-about, the rare missing words.

Separate observations:

• Stemming/lemmatization & stop-word removal aren't always worth the trouble, with all corpora/algorithms/goals. (And, stemming/lemmatization may wind up creating pseudowords that limit the model's interpretability & easy application to any texts that don't go through identical preprocessing.) So if those are required parts of laerning exercise, sure, get some experience using them. But don't assume they're necessarily helping, or worth the extra time/complexity, unless you verify that rigrously.
• FastText models will also be able to supply synthetic vectors for words that aren't known to the model, based on substrings. These are often pretty weak, but may better than nothing - especially when they give vectors for typos, or rare infelcted forms, similar to morphologically-related known words. (Since this deduced similarity, from many similarly-written tokens, provides some of the same value as stemming/lemmatization via a different path that required the original variations to all be present during initial training, you'd especially want to pay attention to whether FastText & stemming/lemmatization mix well for your goals.) Beware, though: for very-short unknown words – for which the model learned no reusable substring vectors – FastText may still return an error or all-zeros vector.
• FastText has a supervised classification mode, but it's not supported by Gensim. If you want to experiment with that, you'd need to use the Facebook FastText implementation. (You could still use a traditional, non-supervised FastText word vector model as a contributor of features for other possible representations.)