Every time the game starts, it checks what mods you are subscribed to, updates them if needed, and deletes any mod you aren't subscribed to. I guess that last part is causing you trouble.
Maybe there's a way of having the mods in offline mode?

Thank's for answer Chacal. Now I found the problem. I need to copy and paste the downloaded file in another directory. I changed the default in custom and the download program don't recognise this change. Now it's all ok!