Upload & Sell: Off
I think Howard is right. The trouble is that you are not seeing it in Lr where you expected to see it. Check your file sort order in case it is separating TIFF files from your raw files.
In Ps, I think you just go File Save and it automatically goes to Lr. If you go File SaveAs and give it another name then it may not automatically go back to Lr.
I'm not sure whether it necessarily renames the newly created tiff file or gives it the same name as one of the raw files but with a different extension. Have you told Lr to treat raw and tiff files as one ? Or rather, have you told it not to ? Once they are paired up it is impossible to separate them except by deleting one from outside Lr, and usually you'll only see the raw file within Lr. That may account for the "lost" tiff file unless Ps added some extra characters to the filename (such as HDR) to make it unique in Lr.