This issue appeared when upgrading a customer project from 2017.4 LTS to 2018.3.
I tried to repro this in a smaller similar project, but it seems somehow isolated to that particular Photon behaviour and that particular setup, so instead, i removed most of the unnecessary scripts and items from the project.

Repro steps:
- download this project and run the dummy scene
- the scene will instantiate the LevelLoadUI from the Resource folder
- the top level LevelLoadUI object has a script called PhotonLevleLoader. This will have a bunch of public variables referencing the Loading Bar images and such.
- when pressing play, all these references are lost
- when inspecting hte prefab in the project, the references are there

Reproducible with: Unity 2018.3.0b8, Unity 2018.3.0.a6

Not reproducible with Unity 2018.2.13f1