All my saved, recorded songs(except for the preloaded samples that came with the MOXF8), and all my Favorites -Instruments; Splits/Layers; Performances are gone. In other words, any data I've entered seems to have deleted.

SAVE is the operation of writing FILE data to a USB Stick.
STORE is the operation performed when pressing the [STORE] button to write a program to the MOXF internal memory.

All "Stored" data gets "Saved" (written) to the USB stick when you save as an ALL Data File (.X6A)
Press [FILE] > select SAVE > Set TYPE = ALL and execute writing a FILE.

An ALL data file will guarantee that your customized data (all User Voices, Performances, User Arpeggios, Songs, Patterns, Master setups, Favorites, etc.) will be Saved to that File. Reloading that file will restore all of your data. There are only two kinds of technology users - those that back up there data and those who eventually have a catastrophe.

But we are not there quite yet.

I noticed this while setting up Cubase connections per the "Basic Audio Recording Part I" tutorial. At some point, turning on the MOXF, the initial settings were no longer MOX Flash>Full Concert Grand but another combination of Voice/Category.

Not sure what that means, exactly. "MOX Flash" is the name of a MASTER program. While "Full Concert Grand" is the name of a Preset MOXF VOICE.

Question#1 - Is this data really deleted or moved to a location I can't see or access(I haven't done a data backup for quite awhile)?

You can quickly find out by searching for a Program that you know you created and Stored to the USER Bank. We cannot tell from here. We cannot see your unit. As a general rule, you should make an ALL data file every time you create anything NEW. A new Voice, a new Performance, a new Song, a Pattern... if you spent time making it STORE then SAVE it to a USB stick!

Quest#2 - Did I accidentally delete or is this an MOXF software/data storage or defect problem?

It is definitely not a defect. It is your responsibility to create and backup your own data to a USB Stick. This is true with any device - from your keyboard to your computer or smart phone.

Quest#3 - Could this be linked to Cubase or the Master Mode of the MOXF8?

No, not really. There are a few things you could do overwrite your data. But you don't mention LOADING anything. You only mention opening Cubase. This is not sufficient for you to lose any data. Let's go over some of the basic navigation routines for the MOXF...

Lets find your data. When you first turn on your MOXF it defaults to booting up in MASTER mode (unless you changed this)... The [MASTER] button is lit. MASTER 001 named "MOX Flash" will be shown.... This Master is 'associated' with PERFORMANCE 005 "Pumping Station MW". Perhaps that is what is confusing you.

MASTER Mode is the one ring that rules them all. A MASTER program will always be associated with either a Performance, a Voice, a Song or a Pattern...

Press [MASTER], and advance through Master 001, 002, 003, and so on. You will notice that each MASTER is also going to have either the [PERFORM] button lit, the [VOICE] button lit, the [SONG] button lit or the [PATTERN] button lit, along with the [MASTER]. This is because the MASTER mode is a way to organize your favorite MOXF programs into your own selection order.

Press [MASTER]
Recall Master 001 "MOX Flash"
Notice how the [PERFORM] button is also lit. this is because MASTER 001 is referencing a PERFORMANCE Memory location.
Press the [PERFORM] button...this exits MASTER mode but recalls the associated PERFORMANCE which is "Pumping Station MW" Performance 005 (A05)

Press [MASTER]
to return to the "MOX Flash" MASTER 001
Press [F2] MEMORY
This is where MASTER 001 is directed to be associated with a PERFORMANCE memory location and the "Pumping Station MW" Performance 005 in particular.