Sounds like you have one of two issues.
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Not saving the project before closing. Shotcut doesn’t autosave your project. If you open your project make 2 edits, then close it without saving again, those 2 edits are gone.
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You have moved your Source Videos, or the drives/folders they are in are not accessible when you open Shotcut again. While Shotcut doesn’t change any of your source material, the project code writes where the files are on your computer to that project file. You can read more about that here: Project Management
If neither of these match what’s going in, you’re going to have to provide a lot more information of aspects of your projects, from settings, to source file specifications.