Were you looking in your library on PS4? I've found that dozens of games I've gotten from PS+ don't show under the PS+ section of the library, but under "Purchased" instead. It's weird, but fortunately an inconvenience at most as everything is there, just not where I expect it. Try going to the PlayStation Store website through your PC/phone instead and look through your download list or, as Beano007 suggests, search for it in the store and see if "Download to your PS4" is displayed on the game page, rather than "Add to Basket". As long as you went through the checkout process (and still have an active subscription) it should be available to you.
You only lose access to the games, when you renew they are still there
Try going to the game direct on the store and see if it registers as free
You can play without plus, just not the pvp.. I. E, strikes, crucible etc
If you don't keep your PS Plus subscription rolling you will lose all previous Plus games you 'activated' I believe. I've still got all of mine since 2015 or so