I've never seen a file after the 'Days to keep incomplete files' period has completed. I have mine set to about 600 days. lol It can be set at Tools>Options>Saving
I guess you could do a search of your comp for that file to make sure it's not somewhere else. Use your OS search engine.
I guess we all learn the hard way sometimes. Painful I know b/c it was a large file. I don't know the reason for the original issue. Perhaps your dwnld.dat file became corrupted or something.
Whilst using LW it's always much better to manually search for the sources than resume them in any manner. Though the resume function in the search/dwnld window can be quite effective for a few files. It's not recommended to do it for too many files at once. Else it can cause kaos with your connection quality & have files queuing up for much, much longer periods of time.
Here's some LW optimising hints: A well set-up LW can start to automatically continue its dwnlding after it's settled down perhaps 2 out of 3 times you open LW.
Optimising LW & Maximising Uplds & Dwnlds A (1st post only) & also
Part B which is even better & last & least are
search & dwnld hints.