My save Data for Silent Hill F is gone, no idea what could have caused it. I had no other problems until I went to play it and my save data was just gone

I had the same problem last week. Go into the Savegame Folder (User folder -> AppData -> Local -> SHf -> Saved ->SaveGames.
If you find two folders, then SHf used a new one after you started it again. Your SaveData should be in on of the folder. Copy them into the other folder and it should work again.

And for further fixes: Copy this Folder after each session somewhere else :)

I don't know why SHf starts to use another folder for the save games. A problem/bug that is still unknown for me.