According to what I've just heard on the Today programme, there may never have been a "dossier" as such. It could be nothing more than just a letter or two from Geoffrey Dickens to Brittan, containing stories that were going round the Westminster rumour mill, or had already been hinted at in the press. There was talk of press clippings possibly being part of the alleged dossier. If it only contained things that were already publicly available anyway, it could explain why it wasn't kept.
Indeed. If an experienced politician, or anyone else with some common sense for that matter, has compiled a supposed bombshell dossier about powerful people, how is it conceivable he didn't keep a copy? And why, after he'd sent it to Brittan and nothing happened, did he never do anything further about it? Especially since he could name names, using parliamentary privilege.