Whenever you save your design changes it creates a folder with the name you used in the webassist/themes directory. While you are editing the theme it saves the updates as webassist/themes/temp_editing folder.
You can look for the files there... if they really have been deleted, then you might contact your hosting provider who probably does daily backups and you can get a version from before they were deleted.
Once you recover your files then we can look into how they were deleted. It could be a permissions issue. Sometimes it can happen that the interface can't write files and that causes it to delete the old theme and then can't create the new one. To be safe you should store a backup of your theme in case it happens again. If you find steps to reproduce the problem then we can definitely get it fixed.