Thorsten, that's pretty surprising. I believe that no firewall update has been published recently... what update do you speak about?
In any case, rules should not dissapear at all. Can you dump your configuration and send it through?
In order to obtain it you would run the following command:
/usr/share/zentyal/shell "use EBox::Config::Redis; EBox::Config::Redis->new()->export_dir_to_yaml('/ebox', '/tmp/zentyalconf.dump', 1);"
This should create a /tmp/zentyalconf.dump which you can send to
jjmontes@zentyal.com (don't post it here, as the file could contain sensitive information).