This issue was fixed in patch 1.36.102. Already lost relationships can’t be saved.
I loaded my legacy save and now all my relationships are gone.
This issue is caused by entering free build-mode from map view before loading your active household. This issue only hits saves created before the Cats & Dogs patch 1.36.99
Always load your active household first, then edit something through the map. Backup your saves before attempting to edit through free build.
What to do if you already have the issue
Do not save your game in this state or your relationships will be permanently gone. I
f you already saved your game, try reverting to an older one. You can do so through the recover save options on your main menu.
If you made a backup before the patch, you can also use that one.
If you don’t have any working backups, I’m afraid you need to cheat them/work them back up.
Source: SimGuruNick on Twitter