Loss of directory and ALL its data

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.