Can an app you downloaded just magically disappear

I recently downloaded an MP3 music downloader app that I had previously installed on another phone. I had been searching for months for this app. Finally found it hooray. Everything was running smooth. Then poof it vanished Into Thin Air. I cannot find it in my settings app. Cannot find it in my Play Store all apps. Is there anyway I can go back into my phone's history and find the app. I love that app

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