It is really irritating and totally random. We also started watching it as allegedly all the episodes were there until the end of June. They now randomly disappear and only episode 1 of series 3 is actually there, episode 2 is missing altogether and episodes 3 & 4 appear to be there until you click on them and then the only option is delete. Series 4 is there (as is series 2 episode 2 now).
It is not the first time we have suffered from randomly disappearing episodes and you can't even record them while they're there as it will only do the the linking. Infuriating. It's such a good series and watching it out of sequence or having to guess what has happened is ridiculous.