I previously used the option to add a smart folder to the sidebar on its creation. I've only done this in macOS Sierra, having never tried it in a previous OS version.
Not wanting the folder to be stored on the desktop, I moved it to the default suggested location of the 'saved searches' folder and it promptly disappeared from the sidebar.
Dragging it back is not possible.
I duplicated the smart folder to alter one of its search criteria. Now I have two smart folders with no apparent means of placing them in the sidebar other than negating any tools to duplicate and move smart folders and only rely upon creating new smart folders to reveal the sidebar option. This feels like an oversight from Apple.