Hi MindyHwang,
Good day! I’m Jhakesong and I'll try to help you today.
There's a chance that these files are being uploaded by OneDrive on the cloud and being deleted locally. For instance, Assetto Corsa usually saves in the Documents/assetto corsa folder. OneDrive handles the Documents folder. He keeps files online and deletes them locally.
You can manage how Onedrive manages its folder for backup. Here's how:
https://support.microsoft.com/en-au/office/save...
Go to the steps for Free up space or have a file always available when offline.
Let me know how it goes. Have a great day!