We need a screenshot of your comp with properties revealed. Just select your shape layer and press the U key twice. Please don't scale down the screenshot so we can read it.
Potentially your paths are not properly closed. I'd check that. Otherwise we would need a screenshot of the shapes and the timeline hierarchy as Rick already mentioned.
Thanks guys, I figured it out.
The problem is that my original graphic was black. I applied a tint effect to change all the black text to white, and THEN I converted the layer into shapes ... but apparently After Effects uses the orginal color as the shape's fill ... and against the black background of my composition, the shapes appeared to vanish. I switced the fill to white and now I can see the shapes like a normal human being.
It usually IS something stupid like that, I guess ...
With ray tracing on you cannot apply effects to the 3D layer. There is a warning that should pop up the first time you set a comp to Ray-tracing. Remove the effect and the layer will be there. Change the color of the shape layer with the fill setting not with a plug-in.