Stop and check the easy places
When: The save folder or files have vanished
Stop playing, and don't install or download anything to the affected drive.
Open the Recycle Bin, find the save folder or files, right-click and choose Restore.
If the saves were in Documents and you use OneDrive, look in the OneDrive folder in File Explorer. Then check the OneDrive web recycle bin: sign in at onedrive.com, open Recycle bin, select the items and click Restore.