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Why "Good Model" that performs great on holdout validation data fails on production data

I have this binary regression model that has ~500 futures with an unbalanced dataset with the following results. ...
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How to handle out-of-bound values in Production data?

So I have this model but the data may vary. And it is virtually impossible to always have the values in bounds. If I do I`d have to use larger period leading to concept shift which is worse. The ...
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When is adding a feature useless?

I'm building a model, where, from a feature set A, I want to predict a target set C. I need to understand if another feature set B, together with A, can improve my model performances, instead of using ...
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