Starman*

You should pursue malware as suggested. My question is, are you really sure the folders are gone and not somewhere else on the pc?

You could try Search, Files and Folders, All Files and Folders, search for filename/folder * (just enter *), all local hard drives. That will produce a big list. Order by name column and look for folders that have disappeared. If you know for sure the name of a missing folder you could first try searching for that name instead of *.

Starman*