Nukes can be stolen via FOB infiltrations, so make sure that you are online IMMEDIATELY after it finishes development so you can disarm it before someone infiltrates your base and steals it. Had this happen to me as well. Alternatively, you can go to your FOB mission list and scroll over to Nuclear-Equipped Targets and attempt to take over one of their bases. You'll get a nuke that you can disarm without having to destroy your Heroism more than you already have, but I can almost never find a target that has a nuke. Good luck with that approach, but I haven't had it work for me yet.
As for getting rid of Demon Snake... hoo boy. You're in for a grind. Since you've constructed two nukes already (and are likely going to have to construct a third) you've accumulated anywhere from 100,000-150,000 Demon Points. You're probably going to have to extract a couple hundred child soldiers and rare animals to get Snake back to normal.