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My traffic so far this month is 30% up on previous months and my positioning in the SERPS looks as it normally does.
Is there any cause for concern ?
How long have you had them? Ours came in at the end of October, and disappeared about a month later. No measurable effect on search traffic.
Edit / Add: not seeing top search queries for the past week. Transient bug?
G says "we show them only if we think they'll be useful to the user"
That might be the key. The sitelinks in the SERPS are tracked by Google so perhaps they have realised nobody is using my sitelinks and therefore they have been removed.
I don't think Google can understand the structure of my site based on the Sitelinks it has chosen. Having said that, I would be hard pressed to choose 6 to 8 key pages myself to show as Sitelinks. I suspect that is a weakness in they way my site is currently structured. Coincidently I am in the process of completely redesigning my site so I guess I had better pay extra consideration to the structure of the site.
Regarding the top search queries I am also not seeing any for the last week, however my sitelinks have been removed from the SERPS and WMT so I doubt the two are related.
In WMT I still have the two sitelinks that I had previously blocked listed. I am not particulary bothered about losing the sitelinks so I am going to give it a couple weeks to see if they returned and then I might unblock one of the blocked sitelinks and see what happens.
On the positive front, one client got new sitelinks for the first time, and two others got *vast* improvements in their existing sitelinks. Their respective competitors are probably having kittens as I type this.