I oversee/manage several account and experienced this in only 1 of them in the past couple of days. It was very odd, I have separate "Broad" and "Exact" ad groups, and all of the Broads downloaded, but none of the Exacts.
I don't use the AdWords Editor for stats anymore; too often it doesn't match the online console. I've been given various reasons by Google as to why this might be (connecting to different servers that aren't completely in sync, console can see today's numbers while the AE can't, I'm making it up, etc etc) but the bottom line is, if I need to get stats, I have to log in.
I cannot work without the AdWords Editor. Sure I wish it would show me the past 28 days, 21 days instead of the past 30 days or I wish it would not have some of these quirky issues but it is way better then managing all of my clients through the web GUI.
As for the issue that you are seeing of the difference in stats between the web GUI and the AdWords Editor. I have actually seen this issue but there is a workaround for it. Basically, you need to toggle between no stats and stats. Sometimes I have noticed that when you switch from The past 7 days to the past 30 days for example, it is not actually changed the date range even though it displays the new date range. You just toggle between the two and you get your stats.
That is if you are not running into the issue that I am currently seeing where your stats don't want to even load.
I don't work without the AdWords Editor; I use it heavily. But I use it for posting, not retrieving information. It's not just the stats that don't sync properly, things like minimum bids and active/inactive keyword states are not matched up as well.
In general, whenever I fire up the AE, I also have a window open with the console. It's the main reason I bought an extra wide monitor.