Yes in that case you lost UDs, but this case is supposed to be impossible because wallets are expected to claim the UD at least during the membership renewal.
So as long as (UdReevalPeriod * MaxPastReeval) >= MembershipPeriod no one can lost UDs.
Note that the UDs are automatically claimed by the runtime when the membership expires: pallets/universal-dividend/src/lib.rs · master · nodes / rust / Duniter v2S · GitLab