It can't go under the disk, because it is always day over half the earth, so it has to be up there. Not only does it not get smaller as it would if it were 3500 mi away, nor come anywhere near the horizon, but another issue is why is it equally bright all day, then when it appears to go under the horizon, it becomes invisible over a period of 20 minutes. If it was varying by distance, you would expect it to get brighter until noon, then darker slowly with distance, so there must be another explanation.
Go to the WIKI and search for Electromagnetic acceleration, There you will find an explanation of the banding light. The explanation does not have equations, description of physical mechanism, just a diagram of the vertical component that show the bending necessary to make the inclination of the north star match latitude. There is also horizontal error, which I put at about 45 degrees, in opposite directions at sunset and sunrise.
At sunset in Denver, in St Louis, the sun has already disappeared under the edge of the earth and the sky is black with stars, while in Salt Lake City, the sun is still up in the the light blue sky. If a person in Salt Lake City and a person in St Louis look at the sky directly over Denver, one sees black with stars, the other sees light blue with no stars. WTF?
RE has a reasonable explanation for this. FE does not. If you want to count problems with earth shape possibilities, FE has many many many. Somehow, to FEs, problems with RE make them think the earth can't be round, but problems with FE do not cause them to think the earth can't be flat, they just don't have an explanation yet. There is a much longer list of problems with FE than RE, plus, REs can explain every FE problem with RE. FEs can't explain any of their problems, except to refer you to the wiki, which is speculative, incomplete, and wrong.
Easy way to fix your distress with where does the sun go? Simply explain with RE. I don't think any FE will answer your question, but maybe they wiill, should be entertaining. Most likely they will say it is explained in the WIKI. The WIKI basically says "the light bends however it needs to to make the earth appear round. If only there was some way to measure, find equation, invent experiment ....