I lost a document, where did it go?

If you drag a document to move it, you can drop it in a folder by accident. Check your folders for your missing document. 

With iOS 11 and higher, we use the standard Apple Files interface, so you can choose from multiple locations for storage, such as iCloud Drive, Box, Dropbox, etc - given you have those third party apps installed. You can also search for your document across all services listed via the search box at the top of the file interface. 

To save locally on your device, you'll want to make sure you open the document from On My iPhone or On My iPad, depending on which device you're using.