This issue just occured to me too. About 10 sims disappeared suddenly from across households, from "played" households.
They're all either custom-made sims or sims born to my custom-made families.
Luckily I have save games from before it happened, and after it happened too in case anyone needs them.
Settings include: Auto-Age: Yes, including Unplayed Sims. Fill Empty Homes is turned off. Lifespan is Long.
No new game, just was playing normally with the game I started on EU release day last week.
Let me know if you need any more information. 🙂
Adding an image of the households selector, showing some of the families that have lost *all* sims. A bit further down the list are played families that have lost only a few individuals:
http://i.imgur.com/PaRrE2K.jpg