This started once the menu changed over to the "x2-favorites." Definitely a "glitch" in the upgrade and I've noticed many complaints online from others who are experiencing it as well. Like everyone else, some of my favorites disappeared, some once added do NOT appear, and a few others appear and disappear occasionally. Only happening with Cable TV because the favorites are right when I check online.
The problem appears to be ongoing without a solution. When you check online, how are you checking the movie favorites? When I use the streaming app, it only displays favorite TV shows. It won't show my saved movies.
I checked them right here on the xfinity site. I don't have any other device aside from my desktop. I do not watch movies anywhere besides my TV. Not sure if this answers your question or not. I still have a flip phone so there's no checking anything on that.