Use lose with objects (when you don’t know where they are) or with sports games (the opposite of “win”):
When YOU don’t know where you are, you are lost or have gotten lost:
Use miss when you are late and you don’t get some transportation (flights, trains, buses, etc.) or when you don’t experience an event or opportunity:
We also use miss to talk about feeling sad when we don’t see someone, or feeling sad because of a thing or experience we don’t have anymore:
I rarely have the chance.