If the Photos are under 'Last Import' or 'Last N Months' then they are in the Library somewhere, just not where you are expecting them to be. We know this as both Last Import and 'Last N Months' are not places, just listings of elements in the the Library.
The two most common reasons that they can't be found is either an incorrect date on the camera or the Sorting (View Menu -> Sort Photos - or Sort Events, as appropriate) has changed.
Quick route to find them: Right-click on one of the images in Last Import and select 'Show Event'. This will bring you to the image in the Library.