How are you checking whether your movies are present? Using a file browser, or a media browser?
If your MyCloud has re-booted, it may have dropped back to the default media location, which is just Public.
It’s also worth noting that DLNA doesn’t respect access controls, so if you have your non-PG media available to DLNA, it will not be restricted.
Is it possible that your son or anyone else might have deleted the files…?
This might be useful:
And, as with any hard disk, a backup is essential.