Hi Hans,
Oh, my goodness. Time really does fly. I can't believe we are already in February.
I think I've gotten to the bottom of this. At one point, the stats were being reported under the Headline ClickType for shopping ads because that's how the old shopping ads worked. When we moved to the new shopping ads with more updated features, some of the new shopping ads would still report that old way. On that day where you saw it go to zero, we changed it where we correctly moved all the stats to go into the more specific category of Shopping Ad - .... So, you haven't lost your stats. They just moved into more specific categories as we were doing a bit of housekeeping. I'm working on updating some of our documentation to get that confusion sorted out.
If there's a specific use case in mind where you needed this, please tell me. The good news is that your stats are reporting correctly, and you haven't lost anything. I think that's where your concern was. Your accounts have just been updated to report to more specific categories rather than just a generic Headline, as it appears we will be retiring this for specifically these shopping ads.
Best,
Nadine, AdWords API Team