Just worked out what's causing this but please note I've not got access to fix it until tom__ gets back from holiday so our new guy can start, so let me explain...
When you start a thread, it takes about 2mins to fully get into the system.
If you post a reply, perhaps as a PS, before the thread is properly in the system, the thread will vanish.
If you refresh the post to check for replies, before it is in the system, it will vanish because it thinks it's a double post.
I'm not really sure this is EXACTLY what is happening but it seems to be some weird preventive measure to stop people double posting (and/or to stop spambots posting 100 posts a minute, like they were) but is messing up with the cache to show the thread on the board.
DON'T reply to your own thread right away.
DON'T refresh it for several mins.
DO continue to bitch and moan about the shonky website for another week or two until our new guy (who's a brilliant, hackery type) can start fixing shit that shoulda been fixed months/years ago.
DO continue to post bugs as you find them on the Errors board (or at least ping me a note or email if there's a thread I should see) as I'm not online very much at the moment and not keeping up with the social board. Sorry.