Sorry to hear that. You can try to turn off the sleep mode from triggering in your computer's settings. That should prevent the scan from closing.
You may also check the version of your software by going to the "About the Software" part of your computer under the main console. To find that, just click on the icon of a man on the upper right of the main console window. The drop down options should show it. If the version number starts with 12, then upgrade your version by referring to this link: Upgrading Trend Micro Maximum Security to the latest version
If you could provide us the steps on how you run the full scan, that would be great. Also, is there a certain percentage where the scan goes to sleep, or does it happen randomly?