Hi, and welcome to the Apple (user-to-user Community.
If necessary, your iPad may remove items that can be downloaded again or that aren't needed anymore.
Wondering if your iPad is short on storage space, so must make some space in which to operate smoothly for you.
Apple support have an article online that may help:
How to check the storage on your iPhone, iPad, and iPod touch
There are good tips for freeing up space in the article below:
If you need more space for an update on your iPhone, iPad, or iPod touch - Apple Support
You may want to update your iPad Pro to the latest iOS version, if compatible:
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Re: books keep getting removed from my iPad / show a little cloud next to them.
A little cloud with a down arrow would likely mean you can re-download the books anytime you want: How to: Redownload books and audiobooks - Apple Support
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Re: How do I stop this?
Seems the answer may be to always ensure your iPad OS has plenty of storage space available, both for new downloads, and also space in which to operate smoothly.
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Re: keep copies in case of emergency
Eg: Start by backing up everything for safe-keeping:
How to: Back up iPad – Apple Support )
Note: You can also connect iPad to your computer wirelessly if you set up Wi-Fi syncing.
Eg: If you want, you can move some of the larger files (eg: like large amounts of photos, movies, or videos etc) to external storage (such as USB drives and SD cards using a compatible connector or adapter)
or
to a computer:
How to: Connect external storage devices to iPad – Apple Support
How to: Transfer photos and videos from your iPhone or iPad to your Mac or PC - Apple Support
or
Transfer files wirelessly between your iPad and computer with email, messages, or AirDrop – Apple Support
All the best :-)