Major issue with MINT

a few hrs ago I transferred some very important files from my main drive to a usb storage. left the machine online with my vpn connected. went back to the machine a few hours later to find out that my vpn needs a payment. but besides that, how do txt files get wiped off a usb or main drive when ive got linux running and really good security? all i dis was lock the machine and when i went to look at something after u locking it the files were GONE. is there any way to get them back