I can see in the server mail logs lots of emails headed out to you, and Gmail accepting them on their end. Unfortunately, once they're accepted, it's out of my hands and I can't see what happens to them. Have you checked your spam folder?
I can set it to whatever we want it to be. I just had a complaint that the URL wasn't visible, so I changed it so that the URL would be visible. I agree with you though, in that I'd much rather have the URL hidden behind the link, not right there in the text.
No, no old threads should have gone missing, unless they were in the old Panjo forum, which was deleted. I just took a quick glance, and it looks like that thread may have been in the Panjo node, but I'll do some more digging and try to get it restored for you.