I have played the game for 3 days and progressed to chapter 3 but when I logged on today My data was all gone(I hade 2 saved files and the auto save on) did I miss something?
Only reason for that I can imagine is : did you properly extract the game ?
Rpgm doesn't really have any reasons to delete your saves. So Idk and I can't help you out.
You can find in the archive you downloaded a save folder with saves leading to various point of the game. That may help get your progression back.