There is nothing built-in to Zen Cart that does any purging of orders on any particular scheduled basis.
I would suggest using the Admin Activity Log Viewer to see who's been doing what in your admin:
http://www.zen-cart.com/index.php?main_page=product_contrib_info&cPath=40_41&products_id=1030
Failing that, do a file-by-file comparison of files on your site vs a clean set of files, to see whether some script has been added that you didn't know about.
Check your hosting account for cron jobs whose purpose you don't recognize.
Check your database to see whether all the related orders tables have had all the related data removed, or is it just from the "orders" table? If it's been a dirty hacking out of data, then you'll see traces of the "missing" orders in the other tables -- ie: look at orders_id columns as a starting point.
Maybe change your database password if you think someone's deleting stuff via the database and not via your admin area.
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