Hi Nics, I had a similar experience this time round. Started bleeding on Dec 27th had scan on the 29th and they found twins, one healthy and one angel. I fully lost our angel a few days later, same as how you have described. My scan yesterday showed that our remaining baba is very healthy and growing fine.
They told me 1 in 8 pregnancies have vanishing twin syndrome where we start with twins and one either miscarries or is reabsorbed. They said it accounts for alot of unexplained first tri bleeding etc.
Congrats on your healthy baba and comiserations on your angel xx