Do you lose subscriptions to (and files of) mods if it went from free to paid?

Solution 1:

I'm not sure what you mean by "Steam deletes them all". If you previously had a mod that was free and is now paid, you will become Unsubscribed to that mod. Unsubscribing to a mod essentially deletes the mod and all of the files pertaining to it.

You have to buy all mods that aren't free (obviously), so in order to keep the files and your subscriptions you have to go find all of the ones that you were subscribed to and purchase them.

You will not automatically stay subscribed to mods that you have not purchased. There is no such thing as "Subscribed, but not installed."

The above answer is true for the Steam Workshop. I highly recommend Nexus Mod Manager for anyone wanting to get away from this catastrophe.

UPDATE: Valve has listened to the feedback of the people and no longer allows paid mods on the Steam Workshop. You can no longer lose your subscriptions because a mod has converted to paid from free. I still recommend the Nexus Mod Manager over the Steam Workshop.

Solution 2:

This issue is currently moot (as of 2015-04-27). According to Valve:

Removing Payment Feature From Skyrim Workshop

We're going to remove the payment feature from the Skyrim workshop. For anyone who spent money on a mod, we'll be refunding you the complete amount. We talked to the team at Bethesda and they agree.

Sources:
Removing Payment Feature From Skyrim Workshop | Steam Workshop group announcement
Paid Mods in Steam Workshop | Reddit /r/Games