And it's always a variation on the same answer. You can insisted on your excellent knowledge, memory, and record keeping all you want, not that you have, but others have again and again. Lock the wanted level and spawn a jetpack - use the available tools to get the job done. Don't bother being shy about using cheats for your tests. Weasels suggestion of creating a new save to help confirm where things are, exactly, will make it a lot easier to confirm when things really aren't there.
Video guides usually offer the best confirmation of position. I've never seen an incorrect online guide but some are better than others. how to find them? If you are using officially published guides then that would explain your problem. So the good news is, your horseshoes are probably still in your save. The only common problem is people clogging it full with cleo mods, but even then the collectibles don't get corrupted. The pickup pool is a very reliable structure. But that's been the process for years, and never has a disappearing collectible glitch ever been documented. Unfortunately, I can't just look inside your PS4 save to see where your missing horseshoes are located and drive over to take a screenshot.
Reinstalling and backup files can't do anything to fix it.
If your horseshoes really are glitched then the problem is contained in the save.