I downloaded some photos into a file on my desktop. I opened LR (5.7.1 64bit) on my PC. I IMPORTED all the photos from that file and modified several of them. I opened a NEW FOLDER (Different Name) on my desktop and EXPORTED two of the photos into that folder to share separately. When I went back to LR the first photo is GONE. I went into the original folder and the picture (RAW, JPG & XMP file) is GONE! Searched the whole computer INCLUDING the TRASH and the photo is GONE! This is the second time this has happened recently.
You are not being very clear in exactly what you did.
Please note, if you don't already know this, No images are ever really "IN" LR. The LR Catalog file is just a Database file that when you import images into the catalog those images are Referenced into the catalog.
So if you import images into LR and then Move those images from the original folder they were stored in those images will appear in LT as Missing.
When you imported them did you have the Add option selected or the Move option selected.