Mouse..so Drag and drop.. It is not copy paste.. I know for the user it might look as it does not matter but actually copy paste, drag and drop or copy using MC copy command are very very different, and works and support different things
Anyway.
I think it is very strange that files got lost. File are never removed if the copy was not successful. but if MC did the copy you should see something about it in the file log.
(Type ":golog" in the commandline field. and MC will go to that location and then find the file log (if it still there.. old log are auto deleted) and see if any error are in the log for the file copy.
I copied many million of files an never lost any. and so have others. Something must be unique for your situation that made it happen.
If this was a common problem I would drown in mail and post on the forum.
Are you sure they are lost, and not just copied to a subfolder or parent folder around the same location instead. (I mean maybe something went wrong when starting the copy so the program copied the files to the ".." (parent) or a subfolder instead.)
Was both source and target local filesystem or was network, portable, or FTP involved?