I was melting an iron axe, and then a steel axe, but no metal bars at all appeared anywhere. The dwarf who melted the axes did not take any stuff anywhere either. It seems that the axes completely vanished after melting. Then I created a custom stockpile for bars before melting my last steel axe - now one bar appeared..
My game version is .33b.
(..and I could finally get me a pick, for digging under the ice that was the only water around, but sadly my wounded, resting dwarf died of dehydration before I could get there. Apparently wounded dwarves don't move or drink alcohol? That's what it seemed to me anyway. Many other empathic dwarves were dancing to the buckets just to cancel because they couldn't find a water source.)
Also not sure if it's a bug but it's weird: when I started my forest patch had many nice ponds. I did not use the water in any way, but all ponds evaporated completely before winter and never recovered. All but one, maybe, because the above mentioned two squares of ice, and water when spring came, still exist.
(I started that game before learning Dwarf Fortress, saved, and then went to build a mountain fort. When it got burned by a dragon, I thought of giving this game a try. It's hard though - I kinda didn't select any reasonable skills or equipment for the dwarves, and could not have chosen a worse starting location. Considering that I'm lucky to be alive and well stocked on alcohol long after first year..)
(I did originally have one pick. That vanished too, but maybe that was somehow linked to the accident where my miner/hunter got injured in the first place?)