Note: I am still using 2.57.01; this may have been fixed in one of the more recent versions???
I can "lose" a screenshot after the following repeatable sequence of steps:
Start with the attached config file. I think the relevant setting is that I have "Don't Auto Save Captures" checked (because I almost always just put the capture on the clipboard), and I have "After Capture Show = PopUp Choice Dialog". I also have a non-standard File Naming Template.
Step 1: Minimize SC
Step 2: Take a screenshot, and choose "Keep Image and Hide".
(Note that the screenshot is now saved as a file, even though "don't auto save" is checked. This behavior may be related to the bug I'm reporting, but I'm not complaining about this behavior -- I think it probably makes sense to save the capture in this particular case, overriding the Don't Auto Save option...)
Step 3: Take another screenshot, and choose "Keep Image and Show".
Observe that SC opens up, very temporarily shows the screenshot from step 3, and then changes to showing the screenshot that was saved to disk in step 2. The screenshot from step 3 is now lost and there's no apparent way to get it back other than to re-capture it.
I also have to wonder: why does Ctrl-Q (Delete Current Screenshot file) prompt before acting, but Ctrl-Alt-D (Delete ALL Images in screenshot directory) doesn't prompt. I would think the prompting should be the other way around, or alternatively that both actions should prompt first. Also, is there a difference between Delete Current Screenshot File (on the File menu) vs Delete Current Image (on the MoveTo menu)?