Update, unfortunately no solution:
Elendil could not find any reason for the bug that the Tsar disappeared. So my guess is corrupt savefile, and I started HOL1 again, from the savefile I had from the beginning of the expansion.
The Tsar is still there so far (halfway through HOL1), but the game crashes frequently now (it never did before), 3 times so far today. As I normally never switch off my iPod I will do that and see if it helps.
Savefile backup:
According to Elendil there is no way to do that

And after testing it with the expansions (delete the expansion and the savefile is gone) I do not feel like trying it with the main game

To be really sure I will check with my girlfriend. She said something about backing up and restoring all her files from a non-jailbroken iPhone when she got a new one.