I haven’t lost any. Both heroic and minor treasures stay on the floor/foundation on which I’ve placed them. Used stonebrick (T2) and Stables (T3) foundation and ceiling pieces. This is on PC Single-Player.
I think it would be a good idea to try to narrow down the conditions under which treasures disappear. Is it just on consoles, or are PC players suffering from it too? Is it just online, or are Single-Players suffering from it too? If some Single-players (like me) manage to keep theirs, but others don’t, then there’s another element causing it.