No. You cannot connect a computer to the My Cloud USB port. The My Cloud USB port is a host controller port.
You can connect the My Cloud directly to a computer using an Ethernet cable however.
Back to your original issue about lost or missing files. Generally the My Cloud will not loose or remove files on its own independent of either user intervention or software intervention. It may be possible one had inadvertently MOVED files rather than COPIED files which would cause files to disappear from the computer or the My Cloud.
One can SSH into their My Cloud and check the
/DataVolume/shares folder/directory for the subdirectory where one thinks they’ve copied files too, to see if perhaps the folder or files containing the data has been hidden somehow.