I have never had controls disappear from adding the light guns, but if you unplug one and plug it back in, windows will reassign both guns to different id's so the guns usually won't work. There is a program here that will fix that, but it escapes me at the moment.
And for the mame config file, I found that opening it, even if you don't edit it or save it, resets all your controls to "stock". not sure why but just don't touch the mame cfg file and it shouldn't be a problem.