If you are affected by the missing pieces bug, you can do the following:
On linux: On windows: Navigate to %APPDATA%/LocalLow/Deep Green Games/Chess Pills and remove all CHAP*.dat files.

If you do not care about seeing the same puzzles quite often you can make this bug never bother you again (linux):
1. Right click on game in library
2. Select Properties
3. Under General paste the following launch options:
The game creates for every seen puzzle a file. That is if you play chapter n some random puzzle x is selected and CHAPn_x.dat created. Next time you play chapter n puzzle x is no longer available for display, game realizes this by checking the previously created files. If not enough puzzles are available for some chapter there is an index out of bounds exception*. The developers created a different amount of puzzles per chapter (e.g. for chapter 3 having seen more than 90 puzzles lets the game fail, while chapter 1 and 2 each contain more than 100). In theory you could remove at will some dat files (from the chapter where you have exhausted all puzzles) to be able to play again (or make sure to keep some of them for the puzzles you really saw too much). Due to the puzzles being chosen randomly the approach of removing all dat files on launch seems fine for me, as a workaround, of course someone from the developers should fix this (I am not affiliated with them).



*To see for yourself, check the Player.log file in the directory; if you did not have pieces in your last session it should contain something like this: