As Franklin, I bought the Z-Type ($10,000,000 car) and fully upgraded it. I had then parked the car in the house garage, and I saved the game. A little while later, I was playing around and I got the cops on me, I jumped out of the car so it wouldn't get destroyed and I started having an all out warfare with the cops. I eventually died and caught a taxi to the impound to get my Z-Type back, and it wasn't there. I also checked in both my Grove Street garage and the house garage, and it wasn't there. What do I do?
Your cars get lost/get moved to impound if you leave them around. Impound is bugged and your cars aren't guaranteed to go back there.
As your car isn't there, it is gone forever, sorry.
To protect your cars from being lost in the future, you can use the Single Player Garage mod.
I had the same problem.
What I did, I went to the vehicle impound where I had only one car stored (not the one I lost and wanted to retrieve). So I retrieved this car, destroyed it, died and went back to the police vehicle impound where my car was found :)