Issue migrating SQL Server 2019 db to a new drive

Hi everyone

I am a rookie and need some help.  I bought a new drive to store my sql server 2019 db.  The old drive is C-drive and the new drive is F-drive. I followed the 5 step example from here:

https://learn.microsoft.com/en-us/sql/relational-databases/databases/move-user-databases?view=sql-server-ver16

I tried to bring the db back online and when I did I got this error:

(2 rows affected)
Msg 5120, Level 16, State 101, Line 16
Unable to open the physical file "F:\SQL Server Data\OptionsDB.mdf". Operating system error 2: "2(The system cannot find the file specified.)".
File activation failure. The physical file name "F:\SQL Server Data\OptionsDB_log.ldf" may be incorrect.
Msg 5181, Level 16, State 5, Line 16
Could not restart database "OptionsDB". Reverting to the previous status.
Msg 5069, Level 16, State 1, Line 16
ALTER DATABASE statement failed.

I ran this code to see where the files are being stored:

SELECT name,
       physical_name AS CurrentLocation,
       state_desc
FROM sys.master_files
WHERE database_id = DB_ID(N'OptionsDB')
--      AND type_desc = N'LOG';
GO

The output shows the new location:

name	CurrentLocation	state_desc
OptionsDB	F:\SQL Server Data\OptionsDB.mdf	ONLINE
OptionsDB_log	F:\SQL Server Data\OptionsDB_log.ldf	ONLINE

Yet, when I go to the F-drive to see if the files there are there are no files there.  I even checked the show hidden file option in case the files are hidden.  Nothing there.  I think this is the issue but I have no clue how to fix it.  I am totally lost.  Can someone please help me?

Thank you