Calls don't get "lost". They are answered, abandoned, or "terminated". Abandoned and Answered calls are shown on both CDN and Application Performance reports, but for "terminated" calls, you must look at the Application Call Treatment report.
In Nortel terminology, "terminated" calls are those Given Busy, Defaulted, Disconnected, Routed, Overflowed. For most call centers, "terminated" calls are those that receive alternate treatment due to closed or emergency conditions (routed to voice mail, played a closed message and disconnected, given busy because call center is out of service, etc...).
If you have conditions in your master script where you route or disconnect calls, you will have "terminated calls" in the master script (calls that are treated, but never make it to a primary script). These calls will peg against the CDN and the Master script.