Once, I accidentally lost my Lion to a Bishop, which I couldn't recapture since that Pawn was pinned to my Free King. However, it just so happened that for that game, I had decided to use my special opening preparation that featured crazy maneuvers that developed the Kirin to 3i. I had good position, though, so the game continued. I then proceeded to forcibly give away 2 pawns so I could sacrifice my Rook to promote the Kirin. And that led to my opponent's left flank getting completely destroyed, so I was able to mate with Lion and White Horse.
That was the only time the Lion was lost without me seeing it beforehand.
DH x 6h