Strange bug: Cubase deletes MIDI recording after stop.

Do you use Retrospective recording with a large buffer and starting at timeline start?
I had some strange things years ago, and Cubase tried to put data before time zero, since buffer captured some.

Just an idea…reduce buffer to minimum. I think default is really large like 10 000 midi events or something.

Other things can be loop recording with locators at same position.
Unless doing loop recording, I usually set mode to start recording at project cursor position.