In Saint Paul's letter to the Corinthians (called 1 Corinthians in our Bibles), Paul refers to a previous letter. This letter is no longer existent (as far as anyone knows).
1 Corinthians 5:9 I wrote to you in my letter not to associate with sexually immoral people...
Paul refers to a letter to The Laodiceans as well. This letter may be the one referred to as Ephesians (OSB notes on Col 4:14 suggest this possibility due to geographics proximity between the two cities).
Colossians 4:16 After this letter has been read to you, see that it is also read in the church of the Laodiceans and that you in turn read the letter from Laodicea.
These missing letters have never been an issue to the Historical Churches. It did not escape their notice that there were missing letters, but it was not of any particular concern. For the Historical Churches the Scriptures were not the sole deposit of the faith so nothing was missing when the books were lost.
Gathering of the Epistles into a Collection
By this historical construction (The Lost Letters of Saint Paul, and How They Were Lost in Patheos) the Epistles of Paul were not even gathered together and quoted by the Fathers until the Second Century. Note: I think this is an entirely reasonable reconstruction but have not looked at the account of the Fathers for their account of the collection of the Epistles of Paul. This paper puts the collection of the Epistles as either 150 or 180 AD. In any event, the letters of Paul as a corpus would have been unavailable as a collection to the first six or so generations of Christians. There is simply no way that the early Church was founded around the collection of the writings of Paul.
The collection of letters became our Pauline epistles [sic: and are now] in the New Testament. From the second century, people start valuing and quoting these rediscovered letters.
It is the faith of the Orthodox Church that the Church alone possesses the fullness of the faith and that the faith is found in Holy Tradition - which includes Holy Scripture.
Protestants hold a vastly different idea of Scripture, the idea of the "sufficiency of scripture".
Scripture is sufficient in that it is the only inspired, inerrant, and therefore final authority for Christians for faith and godliness, with all other authorities being subservient to Scripture. The Sufficiency of Scripture,
A missing book or two (perhaps as many as hundreds or more missing books per the Patheos link above) isn't an issue for the Orthodox Church. It's just a historical footnote.
Missing books are much more serious concern for the Protestant approach to church authority since they imply a missing part of the revelation. Some attempt to explain these issues with a notion that Paul may have made some error in those other letters so they were not preserved. This and other explanations are entirely ad hoc.
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