100% YES, I had and have those life-changing thoughts that vanish and never return (never is a big word since what is lost we don't know if it came back another time, perhaps, perhaps not). The recording part, well, although I wanted this, it never really happened. At least, not for those true life-changing thoughts.
As many have (I guess), I have - almost - constant thoughts. Sometimes I direct them to something specific, at other times they are just random, and I let it flow. The best thoughts always comes when I am not able to record them. All good. Although when I try to solve things for e.g. work, I sometimes hate the fact I didn't record my thoughts. Feels such a waste of time when I have to sit in silence to try and think whatever it is, while I already had thoughts about it. But we can't do much other than 1) speak out loud our thoughts, and 2) constantly record ourselves. Throughout the day, I have tons of ideas for HIVE posts, many of them half-written in my head, and forgotten in a second. The temporary nature of thoughts, as you pointed out, is so true!