Light doesn't "vanish" - it "finds another way".

When you have a thin bubble you see interference fringes in the reflection - when the bubble gets sufficiently thin, [the reflection disappears completely](https://physics.stackexchange.com/a/199414/26969). This means that the light was transmitted.

In general, if you have an interference pattern, for every minimum (fewer photons) there is a corresponding maximum (more photons) leaving the total energy unchanged.

The first law holds. If you can think of a situation where it does not, please describe it in more detail.