Here's a new twist. I turned the NOOK Glowlight 3 off. When I turned it back on, my side loaded epubs marched past, rank by rank, in the 'New & Recent in My Library' section, and, sure enough, all the shelves had disappeared.
So, since the NOOK had not been connected to a computer, we can eliminate the PC / MAC as the cause. This is definitely something to do with the way the NOOK handles these side loaded files. And it is intermittent, since I have powered the NOOK down on other occasions without losing the shelves.
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