WSAIoctl passed FIONREAD is documented this way:
If the socket passed in the s parameter is message oriented (for example, type SOCK_DGRAM), FIONREAD returns the reports the total number of bytes available to read, not the size of the first datagram (message) queued on the socket.
I think this answers your first question. As for the second, I see no way to programmatically figure that out. You should use sequence numbers in your application to detect gaps, and then look at the receive buffer size and guess that if it's close to full, the losses are due to running out of buffer space.