Bookmarks added to Nautilus using Ctrl + D do not appear under "bookmarks" in the Nautilus windows -- but they can well be seen in the Bookmarks menu entry:
I tried to restart Nautilus and log out / log in, but the problem persists. Is this a bug, or a feature?
Try resetting the nautilus configuration settings, Open a terminal and do this
Then start nautilus again. This should fix the problem.
What you can do is to edit bookmarks by pressing Ctrl+B and change the url of a bookmark that already exists (and if you want you can change the name too).
Then the new one that you wrote will appear and the one that you "replace" will be created by Ubuntu again. I think that this is an error too but you can fix your problem.
I set up a new pc today and sure enough this issue raised itself again.
I found that the not-obvious trick to this is that when you Ctrl+b to open the bookmarks manager pop-up, you type the new name for the bookmark (basically type over whatever one is showing in the pop-up) and put in (manually) the path where it is, then, instead of Jump to, Remove or Close
you actually just press enter!
This adds the bookmark and you can now add another (or close the window).