I was just going to post the same problem. I can confirm that there has been an ongoing bug, at least in the last few versions. I don't lose all the icons at one time. On my system a few will disappear at a time. Even though I keep re-enabling them in the settings, the same ones will disappear on the next boot. To fix it, at least for a little while, I was deleting the HDSentinel.ini file, but had to set all my option over again. Recently I've found a much easier fix. Simply shutdown HD Sentinel, open the HDSentinel.ini in a text editor and delete the drives with the disappearing icons from the entry below. The icons will reappear automatically on the next startup of HD Sentinel.
StatusWin="Micron_1100_MTFDDAK2T0TBN*17161B3BFA21*M0MU031","WD My Passport 25E2*25E2WXF1E38E5USU*4005","Micron_1100_MTFDDAK2T0TBN*17161B3BFA21*M0MU033","WDC WD10EZEX-60WN4A0*WD-WCC6Y1ZXE9VH*01.01A01","WDC WD40NMZW-59GX6S1*WD-WXF1E38E5USU*01.01A01","WDC WD40NMZW-11GX6S1*WD-WX41D48AENRN*01.01A01","ST5000DM000-1FK178*W4J0THTC*CC48","WDC WD40EFRX-68N32N0*WD-WCC7K5FLC3HC*82.00A82","WDC WD40EZRZ-00GXCB0*WD-WCC7K6TNXVR6*80.00A80","ST4000DM004-2CV104*ZFN0DR10*0001","ST4000DM000-1F2168*S300SNC2*CC54","ST4000DM000-1F2168*Z301ST5K*CC54"
It works pretty well. The disappearances seem to correlate to HD Sentinel crashing, a Windows BSOD and possibly the weekly Windows Preview build install. I'm not sure yet. I haven't had the time to thoroughly investigate.
I hope this helps in with your problem.