I am not sure if this will help regarding the wallpapers "disappearing" however, try to check your settings/wallpapers. From there you can see which is currently selected. You can also select a new wallpaper from your camera roll. I hope that this helps you.
make sure you have them to sync in itunes and there ticked i norm make a folder called "ipad 2 wallpapers" any i want i put in there and choose the folder in itunes any that are blured or dont fit i just delete out of the folder