The pensions that are "disappearing" are company "defined benefits" schemes, so what you get is based on your average or final salary and the number of years service with that company. The company scheme is liable to pay the pensions, and often through bad management of the scheme or through the company itself not paying enough into it, that's where you get shortfalls.
The government's workplace pension legislation means that the employer and employee have to pay at least a set amount into an independent scheme which has been approved for workplace pensions e.g. Peoples Pension, plus loads of the big pension companies have approved schemes. If the employer goes bust, that money isn't affected in any way as it's been invested independently with someone like Aviva or Legal and General. These schemes are what's called "defined contributions" schemes, and the value of your pension pot is directly related to the amount put in and the performance of the investments it's in. Once the employer pays the legal amount into the scheme, what happens to them is irrelevant.
As said above, the majority of people losing their pensions these days is though scams. You should always take advice from an IFA if you are considering moving your pension, and check on the FCA website that they are, indeed, registered with them and for what products.
Never listen to anyone who suggests you put any money you are dependent on into a scheme which isn't HMRC registered as a pension scheme. Never consider anything "too good to be true". If there's any pressure, including time, walk away. Read every single bit of paperwork they send you, and get someone else to have a read too - a friend was caught out when the paperwork stated that the investment was all his idea & the "adviser" hadn't recommended it (they had), but he didn't notice that. Guaranteed income? Walk away.