I had this problem too. I made some custom ambiences from images. I made them favourites and could see them in the swipe sideways from the home screen, then later I noticed that they were gone, not in the gallery or anywhere else that I could see. I think this was after a reboot but not after an update.

I recreated the custom ambiences then installed the red other half for the first time. After installing it only the white and red ambiences and original ambiences were available, all my custom ambiences were gone.

Now I've just rebooted and my custom ambiences are gone again… Very frustrating.

A custom ambience is a good way to get a 'profiles'-style switch, for instance an ambience which is darker in colour and where each of the notifications is set either to silence or only a short beep. This way i can get the beep notification just like on the N9.