I have recently been "remodeling" my vault, removing rooms and putting in new rooms so I could be better organized.
In the process, I added a new 2-room Athletics Studio, then upgraded it. After the upgrade, all the Dwellers in the studio disappeared, and then I found them wandering around the vault, going vertically through the room below's ceiling, up to to the room I upgraded, then back through the floor again.
I have since fixed that problem by removing that Athletics Studio and putting a new room in. But I wanted to report the issue and see if anyone else has seen anything like it. Perhaps Bethesda can try to replicate the problem.