Necro-ing this thread because I have just had the same issue as OP.
I have never touched Kindle Unlimited nor had library loans on my Kindle. I went on a trip and put the device on airplane mode for about a month, and when I came back all of my non-Amazon books (sideloaded via USB) except the one I was currently reading had gone poof.
Clearing filters didn't fix the issue. I connected my Kindle to my computer to check the data, and I confirmed that the ebook files themselves were deleted. I've lost all my highlights, notes and reading progress from dozens of books.
I found multiple threads on Reddit where people are experiencing the same issue (books deleted after connecting to internet after weeks/months in airplane mode):
Thread 1
https://www.reddit.com/r/kindle/comments/14il149/all_the_books_transferred_from_calibre_have/?share_id=71e38VHuX6BtA4ZhaX9GH&utm_content=1&utm_ medium=android_app&utm_name=androidcss&utm_source= share&utm_term=1]Thread 2
I've retransferred the books, but I am an EXTREMELY unhappy customer. Does anyone know what's happening?? Is this a one-off bug or a new anti-DRM thing?