Download files have disappeared

I don't use the default library folders Documents, Videos etc for my personal documents but create my own.

If you have more than one user, you may wish, for privacy reasons, to add them to your library. That means other users can't see them.
Include Folder or Drive to Library in Windows 10

You can even create your own new library:
Create New Library in Windows 10

And this makes it easy:
Add or Remove Include in library Context Menu in Windows 10

I put my downloads folder in my data D partition, because I have had to restore my OS partition [C partition] several times over the years. Follow the great advice of the previous posters, it is simply my personal choice to have my downloads folder on D rather than on C.