The sidebar in my OS X el Capitan is missing my Faviorites, but just in file Open/Save dialogs, not in Finder.
There are published work-arounds. Some of them result in having to recreate one’s Favorites. I don’t like that.
What worked for me on September 27, 2017:
- Make a change to my Favorites on my Finder sidebar. (Add/delete/move an item.)
I think you have to do both. It might be enough to change Favorites and then restart Finder.