A few weapons of mine have disappeared as well. Really annoying and it's no one's fault but the game.
If this happens I usually load the most recent save, go to missions from the debriefing screen, and select the mission with the missing weapon and try and nab it there. Sometimes it works.
But all in all the save system in this game is really fucked and confusing. Will be glad to see the back of SA after I finish it.