WD Blue problem

I built my computer about 2-3 weeks ago and just about an hour ago I noticed all my files on ONLY my downloads folder were gone, everything else is still intact. I contacted windows support, its not a problem with them, i did 2 full system scans with both bitdefender and malwarebytes and nothing came back. I cant think of any other thing that would cause the files on ONLY my downloads to be deleted.

Does anyone know what to do? Im at a loss