Files lost from HDD

I keep a folder on my D: drive with files and subfolders. it's called "User Manuals". I back it up every 2 days. Today i noticed it was empty. Thinking i had done something stupid, i checked my backup on my G: drive, but that folder was empty too.

I thought i must have backed up an empty folder, but all was not lost as i had a kind of emergency backup-backup on a USB, albeit a couple of years old. So i dragged and dropped that folder on to my desktop. It was copying the files very slowly and i noticed the window said something like "backing up to the cloud is advised....". I have NEVER backed up anything to the cloud and while i was trying to figure out what that meant, i got an error message saying something like "no room on destination drive" and the copying aborted. (There is masses of space on my C: drive)

The folder and files had partially copied to my desktop, but the folder on my backup-backup USB was now empty!!!

Can anyone please tell me what the **** is going on - it seems to make no sense whatever to me?