To put it simply :

* When you create a transaction, it is "broadcast" to the network so that everyone is aware of it (including miners)
* Miners can then decide to include your transaction in the next block or not
* If a transaction is included in a block, then "it's official".

In your case, your transaction was "seen" by Cryptsy, but never included in a block. Why that happened is probably due the stalled clients (they were rejecting new blocks past height 51172, and disconnecting clients that were not stalled as they were being considered rogue for having provided a block that was rejected). So the network got split in half, one half that kept advancing, and the other that was stalled. It seems however that miners were on the half that kept going, and they never received the transaction, so it never put in the blockchain.

There may be a way to recover your coins, but it's quite technical, I can give you a rundown if you need.

And yes, it's possible that the coins are gone while the transaction never confirms. I need to check, I think there's a way to get the unconfirmed transaction cancelled, and if there isn't, maybe I'll write up a way to do it.