It’s not an uncommon situation for files copied to USB to mysteriously disappear. Many users have said on the forums that they must have copied the files to the USB but can’t find them.
So how can the files on the USB mysteriously disappear?
This behavior may be caused by a virus infection or File Explorer settings. This is how you can recover lost files from USB on Windows.
1. Recover lost files on USB with file recovery software

Even if you’re sure you haven’t deleted the files on the USB, a virus may have deleted them. However, you can still recover deleted files with file recovery software.
The recommended solution for this is called Stellar Data Recovery. This tool is very powerful. It can be used to recover files from formatted or damaged drives. What you’ll really love is the ability to preview every recoverable file found to make sure it’s the right file you’re looking for.
In 3 easy steps, you can solve the problem of files disappearing from USB:
Step 1: Open Stellar Data Recovery and select the file types you are looking for (you can select all if you want).
Step 2: Make sure the USB is plugged in and select it from the Connected Drives section.
Step 3: Click the Scan button and wait. Select any or all files found and click the Recover button to save the data.
Reference: Effective computer data recovery software.
2. Select the Show Hidden Files option
File Explorer does not show all files when the Show hidden files option is not selected. So you may need to select the Show hidden files setting to show hidden files on the USB.
Reference: Top software to show hidden files on USB that you should not ignore.
3. Uncheck the Hide Protected Operating System Files option

Some users have confirmed that unchecking the option Hide Protected Operating System Files also helps them recover lost files.
To do that, uncheck the Hide Protected Operating System Files option, located on the same View tab as the Show hidden files option. Then press the Apply button to confirm the new settings.
4. Using the AutoRunExterminator to Repair USB

Autorun-virus is a virus that hides files on USB. It’s a virus that targets the autorun.inf file on USB. Therefore, deleting the autorun.inf file that activates the virus can restore the lost files.
You can remove autorun.inf using the AutoRunExterminator software:
Step 1: Download the program’s ZIP file into Windows.
Step 2: Open the ZIP file in File Explorer and click the Extract all button to extract the ZIP file.
Step 3: Open AutoRunExterminator from its extracted folder.
Step 4: After that, the software will delete the autorun.inf file when you plug in the USB.
5. Turn off AutoRun

You can also disable AutoRun in Windows. Turning off AutoRun will have the same effect as deleting the autorun.inf file. You can do that by editing the registry or adjusting the Group Policy settings.
Those are some solutions that can recover files on a USB that seem to have disappeared.
I hope you are successful.
Reference:
- 7 ways to fix the “Write Protection” error on USB