There should be something wrong with the rule updates as i'm having similar issue or if they are collected they are logged as unknown.
This sounds very similar to the issue that I have been having. Please looik at the following thread: Re: SIEM upgrade from 9.3.2 to 9.4.1. While this appears to get the data sources reporting again, it does not explain why they went missing or the data source DB may have been corrupted.
In this case it is recommended to verify the receivers connection and also rules connected too.