Downloads gone & no storage options

[emmtr]

Hi all,
This morning all my downloads deleted themselves for the second time. When I checked if it maybe switched storage locations, that option was no longer available. This too, is not the first time. I checked if maybe my SD card dismounted from my device, but that is not the case; it's still connected.

Why is the option 'choose storage location' sometimes gone? And why did my device delete the downloads?

Please help me out here, because this keeps happening..