Created household, did not move into house, now missing!

Did you click the V button when exiting CAS? Because they should be in your library in that case, the game will have asked you to save your household before moving on to manage worlds. Have you enable the include custom content option? That might be why your household doesn't show up in your library at first sight.
If you didn't click the V button, but used the X button, then I'm afraid you've cancelled and the household will be completely lost.