Thank you to everyone for your attention, I appreciate it very much!
The bug "seems" like an issue with the disk interface:
Sometimes, after deleting / moving a file on a hard disk, the 'Disk First Aid' software reports errors on the disk (usually about files attributes). Then, the software is able to successfully 'Repair' a disk, BUT (!!!) sometimes I then discover that some another file has completely disappeared from the disk..
Originally, I thought that this was the hard disk problem, so I replaced it with an SSD (using SCSI to SATA adapter made by Artmix) - but the problem is still there. Do you have any ideas what may cause it (if not capacitors)?
Just in case, here is the configuration: Macintosh SE FDHD 4Mb RAM, OS 6.0.8. The floppy is 800K (from a regular Mac SE), because the original SuperDrive is broken, but I'm expecting a replacement SuperDrive floppy.