Objects / Items are found where they where last saved, so if i save a chair where i normally build, that might be different from where you build and when you merge my chair, it will not be located where you built, but where i did. Try and fly (zoom) around for a bit and see if you spot the objects.
For simultaneously rotation, all the items you want to move need to be grouped together, ( you can do this by clicking on an item and hold down ctrl to click on another, then click on the 5`th last button to the right to group them all ). Then use a scroll down button on top, near the middle called pivot. Drag that down and click so it says center and then you can rotate all.
Hope that helps