There are numerous reports of this happening with unhelpful replies that I can’t reply to because topics get locked very quickly here.
The disappearing android web/internet shortcuts issue has been around for years and I’ve found no evidence that anyone has any real idea of why it happens, let alone a plan to fix it.
From my POV it means you should never, ever use Shortcuts or PWAs as they may just disappear esp. after an update, and there is no way to back them up (on purpose with some security reason cited.)
Which is why I’ve migrated all my Shortcuts to Widgets using the Hermit app:
As a bonus it gives you more control over lots of aspects of the website than shortcuts / PWAs can.