If it were a repeat, wouldn't the Recording History have said that instead of "not in the program guide"?
I'm assuming you have a First Run Only season pass -- what often happens with "SNL" is that, when the program guide information comes out two weeks in advance, it has "generic" data listed, which gets treated as a first-run show. Once the actual information gets filled in, and the guide data shows it was a repeat. This means there's no longer
something matching the First Run Only season pass in the program guide, and thus you get the "no longer in the program guide" error in the Recording History.
Yes, the error message could be less obtuse, but that's how it happens.
(If the guide data had shown "SNL" as being a repeat for the entire two-week period, you wouldn't see it listed in Recording History
at all with a First Run Only season pass, because it would
never matched the season pass and therefore would never have been scheduled to record.)