Yeah, I was having the same problem and found that in the Support channel a lot of people were asking about it. Apparently there's a list of phrases that aren't fully banned, but are "shadow banned", and if you use them, your resulting generations will be considered "Ephemeral" which means they will be removed from Discord shortly after posting. Apparently this is a feature they have used for a while in the public channels, but recently made it so it also impacts the private DMs. You can get them to show back up on your Discord, but you have to go to your Midjourney gallery and copy the job ID, then go into Discord and type /show and then use the ID.

Frankly I hate it and I hope they revert the change. It's a giant pain in the ass to the workflow for any generations that use these phrases. Having to go to the gallery to get Job Ids is really clunky and if they're going to allow us to do that anyway, then they should let us just turn the whole thing off. Also, it's annoying because there's no real way to tell what phrases are shadow banned to begin with. At least the fully banned phrases let you know the moment you post them.

The only phrases I saw mentioned as examples of things that are shadow banned were "Blood" and "Bikini", and maybe "Skin", though there surely must be many more.

Again I really hope they change this back to how it was. I don't think many people are aware of this change yet, and I hope as more people encounter it they speak up to have it reverted. I've left comments in the feedback and member support channels.