I've heard of things like this happening...
Here's my theory, yet I have no real proof because I don't have the games code.
When you clone a Pokemon, the Pokemon cloned over the original will replace it's data over the one replaced. But if there is an error, let us say not enough of the data was replaced. The game will therefore say ''well this thing has no understandable code! it's all scrambled!'' and read the Pokemon as not existent as a Pokemon so the game will not allow you to see it in the pc. It probably does exist in your pc as random code.
Also when the cloned Pokemon deletes and replaces the data of the original there is a chance that when you stopped the trading/Cloning process you deleted it at the exact moment between the delete at replacement process of the pc sprite (before it was replaced, yet after it was deleted.)