I have the same issue with creating characters. There is seemingly nothing I can do to create a new character and have it not disappear. I’ve tried staying in-game for over an hour. I’ve lingered a long time on the character select screen. Etc. It always disappears.
It’s a shame the Switch version is so neglected. There’s been so many issues. I still have problems with items vanishing too. It’s hard to play a loot-driven game, when all my best loot gets erased.