Well, a bug report really wouldn't accomplish much, as I'd be the one fixing the bug and really I have nothing to go on at the moment. We've sold north of 40,000 copies of the game, and this is the first report I have ever heard of this nature, literally. I just don't know how this would happen. Since you said you'd been backing up the game, you might look at the backups and see if one of those has your character so you can just restore from there. These are in the WorldBackups folder inside your RuntimeData folder. You can just copy them into your Worlds folder to restore them and see which one has what you want. Then you can rename that as you like.
Really it sounds like your character died, but I'm not sure why there's not a dead-character entry in there. And you probably would have noticed having to select another character again, which is a key part of what happens when your character dies. So it really is a mystery, but I'm not sure what would cause it and there's not much I can do without something more to go on.
What strikes me is the rarity of this occurrence is a bit fishy. We have had a few other really-odd bugs that one person encountered, and generally those were because of them using something like Dropbox or similar to do a sync with multiple computers on the Worlds folder. In that case, sometimes the game would write to the folder, and Dropbox would mess with the file in the middle of the write and cause oddities. Usually that was full corruption or an error with the write not succeeding at all, though. Is there anything like that running on this folder to your knowledge? Antivirus or anti-spyware programs couldn't cause something like this, so those are ruled out. It would have to be something monitoring the file system on this folder and making syncs or other changes.
Beyond that... I'm not usually at a loss for a solution, but this one has me stumped.