I'm assuming the water is "disappearing " from the lowest point where the pump resides. So, while the pump is running, it's pushing the water to the highest point, then gravity returns it.
The "missing" water is being displaced from the lowest point and occupying the upper portion of the system. The water that's occupying the upper portion has to come from somewhere. If you want, add water to the system so the lowest point is full to your liking. If you turn off your pump after adding the water, the lower pond might overflow now. There should be no reason to turn off the pump.
Your pump should be running 24/7 365 days.
If you find that the upper area starts to overflow after adding water, then the water is not returning (via gravity) fast enough. This would indicate either your pump is too powerful or the return path is too restrictive.