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Ok, great, that proves the issue was not moved or hidden, so it was either skipped or deleted.
I am not aware of a way to get Cloud to skip issue creation (On server there's a known problem with misconfigured email boxes or malicious email content that can cause non-creation with number increments, and you can inject post-functions that can cause it - usually someone trying to do validation in a post-function, which is completely the wrong thing to do)
To check deletion, there might be a record in the admin audit log telling you the issue was deleted, and by whom, but that depends on the settings and age of the action. I would want to check the project permission scheme for who can delete issues and check with all of them as well. (Then probably remove the permission entirely, so that no-one can make the mistake in the future)
It could, of course, be a bug or hiccup in Cloud as well, but unless you really are losing issues, I suspect it will be written off as transient or a mistaken delete.
This would need to go to Atlassian as a support request if you think it was a bug or glitch and you many have lost data.