How to recover files I lost during an iPhone data transference?

If you synced photos to iCloud on the old phone (Settings/[your name]/iCloud/Photos=ON) then photos will not be included in an iCloud backup. So go to the same place on the new phone and turn the switch ON.

iCloud has 2 independent functions. iCloud backups, and iCloud sync. It’s confusing because they both have the same name prefix. But they have no connection with each other. Go to Settings/[your name]/iCloud. You will see a bunch of switches. When you turn on a switch that data type will sync to iCloud. If you do this on multiple devices that share an Apple ID the selected data will sync to all of those devices. However, any synced data will be excluded from backups, as to include it would double the required iCloud storage.