A. There's some possibility that you are "losing files" due to the "Fix Broken Links" setting. This can happen if your drive or drives can be offline when MC starts, or while MC is running. It's most common with removable drives, or with NAS devices that aren't always available.
Tools > Options > Library & Folders > configure auto import > Tasks > Fix Broken Links
I suggest setting this to "No".
B. In my not so humble opinion, CUE files are an anachronism: A left over from times past that no longer serve any useful purpose. In fact, I've seen numerous reports here of CUE files causing issues that are unique to themselves (I.E., they only happen with CUE files). If you have any way to do so, I would suggest converting them to real split files. In any case I would try to never import one again: Break the files up before import, or use a ripping process that produces individual files. This is just friendly advice about something that clearly causes problems and has no benefits. Feel free to ignore me if you disagree.
Brian.