I have had this problem a few times before, but not for a long time (until this week). Programmes merrily record and as soon as they finish recording - they just disappear - not recorded, not in Recently Deleted, not in Recording Hiccups, just gone. And you don't always realise until you go to watch and realise that there wasn't an episode of your show this week (except in the EPG there was!). If you notice it soon enough, you might be able to Catch Up or record a repeat, but I don't always watch stuff I've recorded until a while later, so that's it.
The latest was the Big Fat Quiz of Everything on C4 on Monday... very annoying!