File disappeared from desktop; no longer in hard drive?

I had a file that was around 5 or 6 GB in size on my Desktop, and it contained some pdf files and video files, nothing too big. I've used that file for almost a year to store things I'm reading, watching, etc, but when I turned on my Mac Air this morning I found that it was gone from my Desktop and I couldn't find anywhere. However my other two Desktop files (both of them have around 10 MB memory, contains screenshots/other pdf files) are still there, so it couldn't be a problem with my entire Desktop.
I rebooted, restarted, relaunched Finder, checked my user, looked everywhere but was gone. I checked my hard drive storage and sure enough around 5 GB of space was freed. I'm pretty certain I did not accidentally delete it, as when I emptied my Trash this morning there was just one file in it, and it was a screenshot jpg file.
I used Disk Inventory X to check just be sure- for some reason my Mac says I have around 61 GB free, but Disk Inventory X said that I have about 56 GB of memory free. Though I didn't pay too much attention to that because in the past when I used that software, the free memory space did not match up with my Mac's either. So I scanned my hard drive using Disk Inventory and I still couldn't find the files or the folder.
I was wondering what kind of problem this is- is there something with my hard drive/operating system, a virus, etc? It hasn't happened before so I find it really strange.
I back up my computer regularly using two external hard drives, not Time Machine, but unluckily for me I didn't back up the files in the folder that's mysteriously vanished.
Anybody with the same problem? Thanks!

Alright, so I'm guessing it's just something that randomly happens? I'm guessing I should probably do more frequent back ups then.
I tried what you suggested above and I couldn't find the folder so I guess it's gone.
Luckily the files weren't too important but better back up just in case next time it is.
Has anybody encountered the same problem though? It seems a bit unsettling that files can just randomly disappear and it'd be comforting to know the explanation behind.
@dianeoforgeon Thank you though for your suggestions!

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