is unity save some cache for game performance ?

Hi, i currently developing my games and now im on final phase, but there's bug coming.

my game is 2d side scroll action using 2d native unity tool.i have 1 character, using sprite renderer, the bug is when i am playing in my level, and i quit (i simply use application.loadlevel("MyMainMenuScene") and when i play agan (to any level in my game) my character is gone ! but the what i can clarify is

1. my character is active, i can hear my character sound, any other gameobject referencing to my character and my game isn't showing any error which mean my gameobject and its every component is active. im using gameobject.getcomponent().enabled = true in my update function for making sure my sprite renderer is enabled too ! but i don't get any result.

2. when i close the game, and open my level again, my character is there ! but when i quit to main menu and go to any level again, it's gone !

3. when i build my game to ANDROID , the bug is gone ! but when i build it to windows phone 8 , the problem is there !

i don't have gameobject using function like dontdestroyonload , so i i think every level i load is brand new and fresh scenes. (yes i don't using additive loadlevel funtion..

i just don't get it :( if you can tell me why i this happen i would appreciate you so much, i still don't know where this bug come from, unity, windows phone or my script( i really doubt that my script is the problem here)

thanks for reading my whole question :)