I was about to post that I wasn't having any problems with the session I've been working on for the Cornish Mainline route by Robert3a0, but then this afternoon I did. Nothing is missing, but a couple of engines are now not where I put them and a passenger train is further up the line from where it should be.
This can happen when using the UDS to switch between Driver and Surveyor and back again if you save the Session as well as the Route before jumping back into Driver. Any consists that are in motion in the Session will be saved in their new positions.
When using the UDS to edit a "live" route and session, I always make sure that Do not save session is selected when I save the route changes.