Missing mp4 files

I have copied various mp4 movies over to my MyCloud drive using my Macbook Pro and Finder. Most are now there, but quite a few are missing! I can see them listed using my WD digital media player attached to the drive and TV, but not via Finder!

When I copy the file across, it all looks fine until it’s finished, then the file simply disappears. If I try to copy it across again, it says the file is already there, but I can’t see it.

Is it possible the some mp4 files are different to others and Finder just can’t see them?

Very frustrating so any advice welcome!