Are you using the in-game designer or the one on the main menu?  When you say you can't find them, are you taking about them from the ship designer screen itself or from the starbase menu?

The main menu ship designer has all the ship gear unlocked for you. When you start a new game, you will not start with the technologies for those modules. You will have to research them to unlock them.

Another difference is the main menu ship designer does not have any bonuses, such as bonuses to weapons or hull capacity. Those bonuses would also be unlocked by techs. This means that many ships you design in a game ship designer might not appear in main menu ship designer. I happen to know that you will get bonuses to miniaturization (gives more space on your ships) before you get medium hulls, so any ship that uses that extra space will probably not show in the main menu ship designer.

Any ship you make with the main menu ship designer should be see able from the main menu ship designer. Make sure you are selecting the right civ.

The ship designs are saved here. Check to see if its empty.

C:\Users\%USERNAME%\Documents\My Games\GalCiv4\Designs

Thats unfortunate. Maybe your internet security blocked access to that directory. It might be a good idea to check if you can save ship designs and save games.