I had this same issue.
After a little while, I got to an answer: My problem was inside an ‘InvokeWorkFlow’ activity. If the invoked workflow was not at the same directory as the workflow of the execution, my variables at the Locals Panel disappeared on the invoked workflow.
I fixed it just changing the directory of the the invoked workflow to the same of the workflow that contains the activity ‘InvokeWorkflow’ (Put them all on the same folder, removing the subfolders).
Hope that this tip was helpful.