Like was indicated above, at least one other had a similar issue of a folder disappearing recently, although in their case I think they were renaming the folder when it disappeared. See this thread.
In any case does the Capacity graphic/chart on the Dashboard show a different amount of storage space due to the folder missing?
For those who have this issue you should use SSH and access the /DataVolume/shares/ and navigate to the missing folder location to see if the folder is actually gone from the My Cloud.
