Withdrawing from TokenSets to Kraken

So basically, at first I deposited my ether to TokenSets and quickly figured that it was way too less of an amount to use that dapp sufficiently – whatever right, I'm just getting started with this crypto thing and the amazing world of ethereum.

Next course of action was to withdraw my money from TokenSets back to Kraken (where i bought my ether in the first place). I saw the warning that that those sort of sites don't have erc-20 wallet to support TokenSets tokens or something and I may lose the crypto. BUT I figured that I never really got to transfering my ether to whatever else currency/token on TokenSets dapp, as far as I know it's still pure ether coin – so I decided to go forward with the transaction.

About an hour after and my ether is nowhere to be seen on my Kraken account, but it definitely is not on my TokenSets account anymore. So did I actually screw up and lost all my ether? I mean it's okay since it wasn't a big amount about 50 EUR worth of eth, but still.