I used to have TES Daggerfall and Arena, I got them a long time ago when they were a bonus with various other Bethesda titles.

Now I search my library for "daggerfall" or "arena" or "elder" and can't find them. According to their description pages, they are not in my library. (I can add them to my cart) Yes, I know they're free and I can claim them again, but like, huh?

Yes, they were. Happened to many other users, including me. It probably has something to do with those game being released for free for everybody, but there was no explanation from GOG as far as I know.

The games weren't previously available separately on the store. They were only added with the purchase of another Bethesda title. Now they are available. It is likely a bug due to that status of not being separately available as products before. Still, It would be nice if GOG would make an announcement for those interested.