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This is happening with more artists. I realized that spotify unfolollowed my own band from my profile twice in the last couple of days (spotify:artist:4vpKiIKpzU3epsipb7XbhS).
When you reach the 10k limit and follow or save a song, one of the older entries will be removed.
Could you try to offload your library by putting some music in a playlist? This could fix the issue for you.
Hope it does! Let us know if you have further questions.
Have a nice day.