I've had this happen a few times so far-- trees that I planted in Wahoo Beach just disappear a few days after planting. I had thought that it was only the one that I planted which wouldn't bear fruit until summer/fall, but a second tree has also gone missing on my farm, one that I just planted. And it doesn't seem to be a case of the tree reverting to seeds or anything since the ground is treated as unplanted soil. It's especially frustrating since it's a brand new save and I don't have the gold to keep buying replacements for trees that I won't see profit from for a full season or more.
The tilled dirt next to my character had a tree before I saved and quit last night, but upon loading the save, the tree is gone.