I imported a folder of RAW files into LR from my session the other day.
Which option did you choose in Lightroom?
When you import in Lightroom you'll see options to "Copy as DNG", "Copy", "Move", and "Add".
If you say "Move" then the images will first be copied into the Lightroom Masters folder (wherever that is... one of my gripes about LR is that I want to set this choice and lock it... and am astonished at how many times I catch LR changes my "masters" folder from my big external storage array (which is what I want to use) and trying to switch it to a folder on my internal hard drive (which I don't want.) I have to check this carefully every time or I end up with multiple master folders. AFTER the copy completes successfully it will then (and only then) delete the originals from the source location (effectively making it a "move" instead of a "copy").
If you say "Copy" then it copies into the Lightroom Masters folder but does not delete the images from the source location.
If you say "Add" then it leaves the files where they are... but adds the meta-data info to the Lightroom catalog. This choice effectively means you don't want Lightroom to manage the organization of your images by keeping them all in one place.
If you say "Copy as DNG" then it will convert your camera-vendor's RAW images (e.g. Nikon .NEF or Canon .CR2) into Adobe .DNG files as it copies but does not delete the original camera-vendor RAW files.
The best options are to let Lightroom manage your masters by putting them all into one place ... meaning you'll choose either the "Copy" or "Move" choice. I usually prefer to use "Copy" from my camera memory card -- I'll erase the camera memory card when I'm ready.
But I must emphasize... I catch Lightroom changing the location of my "masters" folder with astonishing frequency. It doesn't _always_ do it... but it sure does happen a lot. I never had this problem when I used Aperture.
If I had to guess at what happened to your images... I'd say there's a good chance that Lightroom "moved" the images to a "masters" folder but it may not be the folder you think. So they may be elsewhere on your computer... but they're probably somewhere on the computer (they are probably not just gone).
I edited all of the photos into a quick slideshow, then cmd + z (undid) all of my edits to the photos after I exported them (to a different folder).
You did
what?! Why would you do that?
Lightroom never edits your RAW files. The catalog maintains the list of original (presumably RAW but they could be JPEG) files and also maintains a list of every adjustment you've applied. But those adjustments are not directly applied to the image itself. When you view an image, Lightroom opens the original RAW file and then also opens the list of adjustments you've made and basically re-applies all those adjustments to the "on screen" copy of the image you are looking at. Your adjustments never actually get saved into a real image until you "export" the images to a new file. You can always go back to the original images at any time -- or back out (or re-adjust) any adjustment you've made to an image.
There is never any reason to undo everything you've done. If you were worried your changes would somehow get saved into your original images -- no need to worry because Lightroom doesn't do that.
I then closed LR, thinking I would come back and edit the files that are now in the unedited state. I just tried to open LR and edit them, but my RAW files are gone from the folder, but the jpegs that I saved for the slideshow are safely in their folder (they were saved to different destinations, so there was no chance to overwrite). The RAW folder is still there, but there's not a single thing in the folder. I didn't delete them, and they weren't overwritten.
WHAT THE HECK IS GOING ON?
My guess is that Lightroom "moved" them to one of it's "masters" folders. I think Lightroom calls this "LightroomMasters" by default when you install the software and use it the first time... but it turns out you can name it anything. When you do an "import" you'll notice there's a "destination" section (if you're on the latest version then it's in the right-side margin of the user-interface).
It might be named something like: .../Pictures/Lightroom/LightroomMasters
Within that folder, however, is a folder for each "year" in which you've taken at least 1 image.
Within that folder is is another sub-folder for each "date" that you've taken an image.
So if I took and imported images shot today, it would be: .../Pictures/Lightroom/LightroomMasters/2016/2016-08-16/
And within
that folder I can see all of my image files (the original files ... untouched ... straight from the camera.)