Update: my PW has been on Wi-Fi since my original post. All of my eBooks are still there and in their correct "Collections". I've restarted the PW numerous times.
Today, I borrowed a new book from a public digital library. Since there is no longer a "Download and Transfer" option I just had it sent to my PW. It showed up. I connected Calibre to the PW and added the new eBook to the Calibre library. I then went to the Amazon Content website and returned the eBook and also deleted it from that website.
Back in Calibre I sent the eBook to my PW which no longer had the eBook. I sent it to my PW as a AZW3 format. It appeared, but I disconnected Wi-Fi before adding it to a "Collection" so that "Collection" wouldn't sync with Amazon.
I enabled Wi-Fi and everything is fine. I have the new eBook in the "Collection" I chose. All of my other eBooks are also filed and available.
Again, no expert here but it seems that when I sync'd "Collections" with Amazon they deleted not only the "Collections", but any title shown in them. When I don't sync "Collections" with Amazon, they have at least in the last couple of days left my side-loaded eBooks alone. Of course I can't explain this...
