A game which I preordered never showed up in my library.

There is a possibility of the payment not being approved, but if it is, then you have a chance to find the game if you look in the store.

If it isn't in your purchase then it wasn't purchased on your account. Perhaps someone else was logged or the order didn't go through, but you haven't been charged so no harm done, just purchase it again. If it's on someone else's account then at this
point there is no much that can be done either through Support or your credit card company. You have 3 months usually for a credit card dispute.

I preordered call of duty Cold War and it was working fine until last night and now when I try to open it it says “to play this, you’ll need to buy it” and in my full library it doesn’t show up but in the store it says I own it

I sometimes preorder, for example with Forza 4 LCE I have just preordered with Game, mainly because they are the only ones doing it (with Gamestation) and it also annoys me that my local Game store will never give you price when you preorder, which inevitably
means they will charge full rrp when I could have picked it up cheaper on preorder.

Not without purchasing it again or using Game Pass.