Music agents missing?

The Plex Music agent selection is now made in the individual Library settings, rather than the global Agents settings page, so not seeing it in the Agents page is normal:
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As for why things have disappeared from playlists, my best guess is that, at some point, Plex probably was unable to find those tracks, and thought they had been removed from the library. There are a couple ways this could happen, depending on your system:

  1. If you’ve ever done the Plex Dance - When you remove tracks from the library, they are also removed from any playlist or collection they may have been part of. When you restored the files to the library, they are not re-added to the playlist (unless it’s a smart playlist).
  2. If your media is stored on an external drive - If Plex’s periodic automatic refreshes occur when the external is disconnected or inactive, Plex will assume, again, that the files have been removed, and will delete them from the Library and all playlists. In this case, you can prevent the issue by disabling this setting:
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