Thank you for various advice. I click “ save” not “save as” and in many cases they are transferred to LR as tiff images.
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With ‘save’, they will be saved as tiff or psd based on you preferences.
As I remember, if you start with a tif/psd and specify ‘as original’, ‘save’ will replace the original. If you are doing that, it would explain “missing” files (never do, need to test to verify).