No, it is a bug. On level 10 you should be able to always find the portal gems. I haven't had a chance to look into the problem, but if you need more portal gems, send me an email at
support@gabysoft.com, and I will set you up.
(Note that you can also farm portal gems by using a low level party on level 1).
As for the auto delete, no, you shouldn't lose stuff like that. However there is a maximum number of items you can have on all of your characters (including those in the castle) and there seems to be problems when you reach this limit.