recover files accidentally deleted after switching iCloud drive off

I just made a mistake.

I switched on iCloud drive and then about 30 seconds later switched it off.

A message appeared saying that all local files that had been uploaded to iCloud would be deleted - do you still wish to proceed. I said yes and now all my Desktop and Documents files are gone.

Most of these files were videos that were in a folder on the desktop.

I thought there is no way they have been uploaded in that short time so that's why I clicked Yes.

I had not switched on Time machine yet so I can't recover them that way.

Where did all this data go?

Is it recoverable?