My flight on monday from GTW to LYS was cancelled so I went to Lyon by my own means. Arrived 24h later and logged in to request refund for this cancelled flight. However my other flight, LYS to GTW in January has now disapeared from my bookings!!!
Presumably you mean London Gatwick (LGW) and not Holesov airport Czech Republic (GTW)? This wouldn't be the cause of the confusion would it? easyjet don't fly there. IATA codes are specific to an airport, you cannot make up any three letters that sound good, and assume it means what you want it to mean.
When you booked the flight, you would have effectively booked two segments with individual pricing albeit under one booking reference. When you were refunded did you receive a refund for the sector only, or did you receive a refund for the whole booking?