Those characters probably got deleted from your files somehow.
Maybe reinstalled or I don't know.
The game does not care about cRPG, it only knows its own characters.
So the website and the game have no link to one another at all.
When you miss characters in game, create them again. They need to have the exact same name as on the website, and the same gender.
Once a new 'old' character is created, the favourite list of that new character is obviously empty, because the game thinks it is a brand new character that has never existed before.
So for every new character you create, you have to fill that favourite list up again.
Hope that cleared it up a bit.