Your annotations are safely stored in a Hypothesis server, but if the text to which they anchored has vanished, Hypothesis can no longer attach them. These unanchored annotations (“orphans”) are displayed in a separate section of the sidebar.
You can also find unanchored annotations in the stream. If the page that changed is http://example.com/changed-page.html, you can see all your annotations for that page at https://hypothes.is/stream?q=uri:http://example.com/changed-page.html.
If the page looks the same but your annotations are gone, make sure the URL is not being redirected— sometimes articles get archived or moved and the annotations made on the original URL will not anchor on the new one.