using the most recent QGIS version, currently 2.18.3 on win64, I regularly experienced the issue that features disappear in attribute table with no reason after I made and saved edits. Fortunately, these features are not gone permanently (they just are not displayed in attribute table). Reloading the shapefiles usually fixes the issue, but it is very annoying and causes fears, data could be lost. I did not set filters or definition queries at all. This behavior happens on all my machines and has happened for at least two years. What could cause this behavior and how could I solve it?
In older versions of QGIS, the attribute table wouldn't refresh when editing a layer. It was necessary to close the attribute table and open it again to see changes made during editing. Since QGIS 2.14, it is possible to manually refresh the attribute table. (See image from QGIS 2.14 changelog on qgis.com)
Two closed reports of similar issues dealt with earlier versions of QGIS. If the issue persists in 2.18, please submit a new bug report.