If I change the address on the My Account page to be my wallet address will I lose the coins mined so far?
Unpaid coins should go to the new address once you cross the send threshold.
I'm not sure what the pool does if you don't enter an address. I would double check to make sure you don't own the address.
If your email or pool account was compromised someone could have entered their own address. If you think this is the case change your passwords to your email and pool.
The pool may have sent it to a default address they control like a donation address, but I think it's more likely that the pool would not payout until an address was entered. If you contact the pool operator they may be able to help but I would not get your hopes up.