Files on Desktop deleted while playing Hearthstone


I was playing Hearthstone last Thursday and when I quit the game I noticed that several folders on my Desktop were missing, specifically those first in alphabetical order (starting with # or A), leaving 100 GB of unexplained free disc space.
This happened around the time when a new Windows 10 update came around so I reached out to Microsoft but they were quite clueless, stating that files shouldn’t be deleted like that with an update.
I tried several recovery programs but they didn’t find a single file from the missing ones, none at all.
So it’s a mystery, the files are still missing.
I was just wondering if any of you experienced anything similar and if this can be explained somehow.
Thank you.