Missing history files in IE

We are running IE 5.5 on WinNT 4.0. The browser has pretty much been locked down as tightly as possible. We monitor Internet use on a regular basis, and last week and today there were some strange things. Usually, the history pane shows: 3 weeks ago, 2 weeks ago, last week, The day of the week for yesterday, and then today. However, yesterday’s history was missing on a couple of our workstations. Anyone have a clue as to what happened? The users do not have the ability to clear the history (right-click is disableed AND internet options have been disabled).

Thanks