I've had this problem before but not in quite some time. I have a scene with a spaceship using four round parallel volumetric lights as engine exhaust. When I import another ship of different design into the scene, the lights on the original ship, the four parallel lights, DISAPPEAR!!! If I reconfigure the four parallel lights as surface lights (yuk!), they appear, but that's not the effect I want. Any suggestions?

Maybe the spaceship is casting a shadow over the light making it disappear, try disabling 'cast shadows' for the spaceship or move the lights further back so they are not masked by the ship. Hope you can sort it out!

try placing radial lights in the engine instead of using the parrallel lights.

I have opinions of my own -- strong opinions -- but I don't always agree with them.