transfer files

If you previously did not use iCloud Drive, then that is not the problem.

Can you manually (or with the Migration Assistant) try to again access and copy the old Mac's missing Documents folder to the new Mac (maybe boot the old Mac and copy Documents folder's contents to a APFS formatted USB flash drive)?

The " Missing Documents " were Exactly Where on the Old Computer ?

Anything contained and stored in the User Account ( Home Folder ) on the old machine would have been captured into the Time Machine Backup

If Documents on Old with anywhere else on that computer, TM Backup would not capture the missing Documents

Is that the only way you can do it? because I don't really want to use iCloud Drive

No, but if it was on, then nothing would be Migrated. If it is set up on your new Mac, then it wouldn’t Migrate.

You need to make sure it isn’t enabled on either.

Did you migrate from Setup Assistant on your new Mac, or did you create a new user in setup assistant, the used Migration Assistant after logging in with your new user account?

Copy the files from the old Mac to an external drive. Then copy them to your new Mac.

Or, buy cables and adaptors to connect the two together, directly, and either try migrating from that or copy the files over.

You could do it over your network, too. It would be slow, but doesn’t require any cables.

What do you mean it just isn’t shown? Do you mean you hid it in the screenshot?

You would only need to select the user account. Have you already migrated that account? Migration assistant doesn’t work well migrating into an existing user. It may create a whole new user account with a new name.

We got off-track when I asked this before. When you ran Migration Assistant the first time, did you create an account, first, then try to migrate?

It may have migrated into a new account. Have you checked to see if there is another account that might have your data?

You would see something other than debbiemcintosh and Shared in the /Users folder.

The options you have set are probably the best, but it is up to you how to proceed. I don't know why the data didn't transfer in the first place, though.

Did that user in the Migration setup dialog show that there was a documents folder inside your user account?

I don't remember if you can open the user and see the different folders, though.

Did you use iCloud Drive, and if yes, is it ON in the new system?

You don’t have any user data backed up. I don’t know what the file icon is. You should have a Users folder from which you can pick the user accounts to migrate.