Adobe have released a very important patch for the latest version of Premiere Pro, which your CC app should be prompting you to install. In the update that came out about a month ago they changed some cache settings and if you set the cache up in a particular way Premiere may start deleting your media files – that is your original clips, not just the cache files! This update is meant to fix this… problem.
I have not had the problem myself but do routinely change the location of the media cache files on my systems so would be likely to have it at some point. We also used to set up DVC systems like this – anything to get the media cache files off the C drive.
This is a fairly devastating bug if you get it, so I would suggest you download the patch and hope this has fixed it. Also make sure all your media files are backed up regularly – which you should be doing anyway.
You can read more on the Adobe Forums: https://forums.adobe.com/thread/2306406?start=40&tstart=0
Adobe’s official advice is here: https://helpx.adobe.com/…/avoid-potential-deletion-of-media…