A "loss" is something that you had at one time, and no then stopped having, and usually something on which you paid tax when you got it. For example, if your employer pays you money, and you pay tax on that money, and then the money gets stolen, that is a loss. However, if you never got the money in the first place, and never paid tax on the money, then it is not a loss. (There is an odd exception having to do with a situation where you pay tax on money that you expect to receive, but do not yet have, and later learn you are not going to receive. It does not apply in your situation, because you never paid tax on the money.)
A casualty loss refers exclusively to property that is stolen or damaged. For example, boats that sank in the tsunami.
A capital loss refers exclusively to something that you previously owned and no longer own, such as stock that you sell for less than it originally cost you.
There is another type of loss for money that you loan to a company that goes bankrupt.
The key thing that all types of tax-deductible loss have in common is that they must be a loss of something that you owned at some prior time (or on which you previously made income tax). Because you never owned the wages for the time that you did not work (and never paid income tax on them), you cannot deduct them.