When it comes to item losses or bugs involving the Diablo III auction house, the Game Master department is unable to assist in any way, unfortunately. :( Please go to the Diablo III Forums, and report this issue in the bug forums for the developers to check it out. http://us.battle.net/d3/en/forum/
We are however having an issue at the moment where every so often a random transaction will bork and get stalled out in some weird server limbo… thankfully, the stall seems to wear off and the transaction actually does complete, just several hours to days later. This will make the item appear to have vanished for that timeframe though which can be very disorientating and confusing. This does appear to likely be the issue your describing so just hang in there. ^^
I accept a new game will have some bugs...However, the above policy is broken. The items I bought still have not arrived ~3 days later. If they do arrive someday, they will be irrelevant to me, as my character has moved on.
Please fix the auction house, and if it is going to remain broken, at least handle the problems being created because of the bugs.