I can't seem to find the reason for those files to disappear. I saw in a post (http://forum.xda-developers.com/galaxy-s3/help/tried-to-photo..) that they could be in lost.dir folder. I have to check that out since I don't have the phone nearby, but I would like to get some suggestions for my problem.
I don't know if the files could be in the internal SD but hidden. The same way in the external SD. Or the worst case scenario, lost at all.