Disappearing objects or their components in Hierarchy

Hi,

If playing the game then in Hierarchy additional objects's children or some of their components show up however if not playing it they are not shown in Hierarchy anymore at all or some components in their Inspector do not show up anymore (The prefabs in Project do not show its children, so nothing I can do there).

The thing is I have to change the shader, which I can do if starting the game but this does not get saved of course. However I can not change the shader if the game is stopped as the object's shader part in the inspector disappears.

How can the components or even the objects, which are shown during play, can be found and changed if the game is not on play?

Thanks!