If newly generated coin disappear, will that affect the total supply?
The way for newly generated coins to "disappear" is if the corresponding block is orphaned, i.e. a different branch of the block chain becomes the longest (in terms of work) which does not contain that block.  The total money supply could be affected slightly in the short term, if the new dominant branch is longer or shorter (in terms of blocks) than the previous one, and thus contains more or fewer block rewards.  It's not affected in the long run, since the money supply limit is in terms of total coins on the dominant branch.

In other words, if the orphaned block was at height 503567, then the new chain will (eventually) contain a different block at height 503567, and this block will have the same reward as the original orphaned block.  So the economy still contains the coins that correspond to the block reward at height 503567, they have just been paid to a different miner.