Did you move the character (household) in to a house? If not that is why you don't see it when you load a game.
Did you play or change another household on the same save-game?
The load-picture will only show the latest household on the save. Try loading a few of your saves and see if you can find your sim in the lot they live in.
Or is the problem that your saved games are gone?
So we found your problem.
Even though you didn't move the household in to a house it should be saved to your library. From there you can move the household in to a house.