Nero is becoming more sophisticated and less easy to understand as new versions appear.
Two things, You mention RW but plain R for data and multisession recordings is cheaper and more stable.
The software (Nero) needs some care and attention to detail when setting up a session. You may even do better to ignore the wizard and do the setting manually.
You need to be able to see what is already on the CD in the left hand column and drag the latest files you want into that column. Somewhere along the line at present you are selecting the old ones for deletion. (In fact they are not deleted, merely removed from the 'index' and lost)