This is a problem I just noticed in SolidWorks 2014. SW does not continue to sketch another segement of a line when you show the 3 reference planes and you pick a plane to sketch on, normal to. Then as you begin a line sketch and your line ends on one of the axis whether it is x, y, or z; and you want to continue the line sketch in another direction sometimes the line does not show on the screen or it ends up in a different location on the plane To see this - open a new part, select all three 3 planes and show, pick the front plane, sketch, normal to. Select line tool, begin a sketch anywhere on the plane and end the 1st segment (by clicking once) on one axis, continue the line segment in a different direction, (I do not see the 2nd line segment on the plane). I have tried this on a couple of different systems and have gotten the same result. Works fine in SW 2013.
SolidworksSketching