Sadhana siddhas cannot fall anymore than any other kind of siddha (krpa-sidha, nitya-sidha). No one falls from Vaikuntha other than examples like Jaya Vijaya who come to this world for the purpose of facilitating rasa (in their case vira rasa). The baddha jiva on the other hand is “fallen,” and this materially conditioned soul can become a devotee and cause Bhagavan to enter his or her heart as a sweeper. He is so kind.
Regarding the difference between nitya-siddhas and sadhana-siddhas, there is no difference in that they are both siddha. According to Srila Bhaktivinoda Thakur (BVT), some souls emenating from Maha Visnu go “up” and become nitya siddhas, whereas others go “down” and become nitya-baddhas. These two would be constitutionally the same, either as sadhana or nitya-siddhas. However, there are different kinds of nitya-siddhas, and those constituted of svarupa-sakti like Nanda Maharaja, Subala, Lalita, etc., are constitutionally different from those constituted of tatastha-sakti that “originate” in Maha Visnu. Nonetheless, all siddhas are for all intents and purposes equal becasue they function equally, being motivated by pure love under the influece of Bhagavan’s svarupa-sakti.