There have been several people on these forums complaining about this very same problem including myself.
I did notice that the last two times that I "lost" pictures was when the picture involved me zooming in on the subject. The picture appeared in the little preview as it normally does and so I press the lock button. Come back later and the picture is gone. These were once in a lifetime pics so I can't simply go back and shoot them again.
In my case, I do have the pics saving to the SD card and I am using the Samsung 128GB card that is red, not sure what label it has exactly.
I don't have any answers for the OP except to maybe try saving to the devices internal memory and see how that goes.