There are two ways settings and contents of a module are saved - ModuleSettings and TabModuleSettings. [NOTE: this is not something an end user can choose - it is done on a code level.] The difference between them is one evident when you select Show on All or you copy the module to on a different page.

When you elect for a module to be visible on all pages, ModuleSettings are kept accross all instances - so, if you change that setting on one module, it'll get changed automatically for all instances on all pages. The TabModuleSettings are unique for a particular instance on a particular page. I don't know of a way to tell which one is which outside of reading documentation and/or experimenting as this stuff differs on a per module basis.

But on a general level - position of the module in a pane and location of the module on a page are examples of TabModuleSettings, whereas content (i.e. URL in IFrame module) is typically saved as a ModuleSettings - this makes sense, doesn't it? I mean you wouldn't want to show module on ALL pages UNLESS you wanted to copy the same content. But you might want this module to appear in different parts of a page... check out In the News module on AlmondNet.com

I am not aware of any simple way of bringing back a deleted module, however, you can re-apply the Show on All by going to Module Settings option and unselecting that option, saving module, then going back and electing it again. WARNING: doing so, you will loose all the customized display - all the custom settings that you've applied to different pages for this module will be gone.