My Level 2 Shield Generator is just gone. Did it get destroyed in combat?

It is possible it was destroyed. If you go to the hangar / shop and can't find it anywhere under 'Sell' or 'Repair', then I'm afraid it's gone. And in the cockpit, the R key should show you the status of your equipment. Red means it's out of commission but repairable, Grey means it's unrepairable and destroyed.

Figured that was the case. Thanks for confirming it.