What I’ve noticed about Shotcut – unlike the video editor I typically use (Final Cut Pro X) nothing you do exists in isolation.
In the sense that if you insert text or effects they have to be attached or “linked” to a clip. I had a similar problem to what you’ve described, except I couldn’t find out where the originating clip was (though it never "disappeared. It was on a track that I had forgotten I had put them (color coding or markers in Shotcut would REALLY be helpful).