It sounds like some of your world files are missing. Try deleting your version.txt and hopefully it will force an update and download your missing files. The version.txt would be in your Last Moon folder, which can be found when you right click your Last Moon icon on your desktop, then click 'Open File Location' and then among the folders and files you will see, there should be a text file, called version (version.txt) and delete that. Then open up Last Moon again, and it will force an update, and search for any missing files according to the files on the server right now.
Hope I helped!