Hello Coal, this is Emily.
Unfortunately you wouldn't be able to recover that data if it is not in Recycle bin. Deleting from storage sense doesn't route those files to recycle bin first unfortunately.
Hopefully the files you need can be re-downloaded again. You can go to your web browser, then use Ctrl+J key combo to launch the download history, and from there you can see the original source where the files were downloaded. See if you manage to redownload them.
Otherwise you will need third party data recovery tool to hopefully recover some, if not all.
I am very sorry!