Hi there!
It sounds like you sync new playlists you create on your iPhone and the data doesn't sync correctly and you end up losing media that has been synced to your device. It seems to me like the sync data on your phone or in iTunes may be stuck so first I would quit all the running apps on your phone:
iOS: Force an app to close
Double-click the Home button.
Swipe left or right until you have located the app you wish to close.
Swipe the app up to close it.
When you have done that restart the device and test the issue again:
iOS: Turning off and on (restarting) and resetting
If the issue persists I would next uncheck the box to sync Music to your phone, let the device sync, and then re check it and sync all the music back to it and test that out:
Sync your iPhone, iPad, and iPod with iTunes using USB
Thank you for using Apple Support Communities.
All the very best,
Sterling