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They're probably not lost.
They should be in your $USER$/.appdata directory - if those are gone, your windows updates went horribly wrong, and yes, you should make sure that data is backed up
You are right, it went horribly wrong, but for understandable reasons (hassle with my profile on several win workstations) and surprisingly the .sqldeveloper and C:\Users\plaaplaa\.oraclesqldeveloperdatamodeler subdirectories were wiped apparently, causing also older version configs loss.
After couple of hours digging around I was able to reconstruct connections, but somehow I miss my 'user defined reports' and my preferences. For the new reports it seems to create .sqldeveloper\UserReports.XML but can't derive where the source for the report is stored. The more I think the more I desire feature which reminds and allows me to just export all configurations password encrypted to some backup directory. Not sure if it is still so that some configurations e.g. carts are dependent from the connection names etc. so it is good to have them all backed up together.