If you do not know which program or service is deleting your files or folders, ProcMon will help you do this. Firstly download it from http://live.sysinternals.com.

Once the program is executed add a new filter Operation is SetDispositionInformationFile

Afterwards add the file or folder that you want to monitor. Path contains FOLDERNAME. You can also insert the whole path to the folder. Afterwards hit ok.

Also, to avoid using a lot of ram, configure “Drop filtered events” in case ProcMon will run for some hours.

Now patiently wait until the event occurs. Enjoy!

References:

https://blog.zensoftware.co.uk/2013/03/06/support-queries-shared-using-process-monitor-to-see-when-files-are-being-deleted/