re: Some of my files have gone missing from my harddrive but

first thing is open and save to external hard drive

Don't won't to be sinister but there are several sketchy reasons this may happen

Also do not run any utility programs in case the files have been malware moved to another folder.

Second, I hope you have a good virus and malware program- run it- not a fast scan but a deep scan

Do you work alot on non secure networks?

Any other "odd" incidents or problems lately?

What Device and OS system?

Do you sync with another device or run auto backup to another source?