some selected "expand appearance" objects dissapear after merge on pathfinder in illustrator

[SaltyStuff]

Why do some selected "expand appearance" objects dissapear after I choosed to merge them as one on pathfinder in illustrator?

[Larry G. Schneider]

At the select all step make sure that the fill box is blank.

[Anna Lander]

Could you please show the image in Outline mode (Ctrl/Cmd + Y)?
looks like your white elements have merged and become invisible on the white artboard.

[Grant H]

would you be able to upload the file... would be a lot easier to get what is going on and the structure of the object/s