Stefan, your player is UNH, but he's got a 3 season contract with your club, it is impossible you lose him under "normal" circumstances, i never heard about a loaned out player that never returned to his owner's club, just because he is unhappy.
If somebody lost a player under those circunstances, it was some kind of bug, but it was not because things works like that, be calm, you shouldn't lose your player.