Firstly, yes this should have been on meta because it's about the site and how it works. I'm gonna work on a way to move questions easily, there are a lot of older questions I ought to move over.
Hidden questions are removed from the lists of questions. Answers stay but are moved to the bottom of the answer list. Comments don't move when hidden.
There is a function to delete all hidden posts, which I run occasionally, so that'll be why some posts went missing. I delete things just to keep the database clean and save a little space (doesn't save much though).
Actually, can I check something? I'll hide your comment on the question, can you tell me if you can still see it yourself, trachy?