Okay, this is a common problem.
Important: If you leave your Power Armor with a fusion core in it, someone (raiders, settlers, minutemen) will steal it and you will not find it unless you are lucky and they show up at your workshop. It does not help that you store your Power Armor in your Power Armor Station, if the fusion core is in it; it will get stolen.
So: always transfer the fusion core from your Power Armor to your inventory after you have exited your Power Armor. Then, no one will steal it and it will remain where you leave it until you pick it up again.
And finally: you lost a Power Armor frame? No problem. There are literally dozens of Power Armors around the Commonwealth, you will soon enough find a new one. Good luck.