Screen movie recording deleted

Hello,

I used the 'command + shift + 5' shortcut to record the screen. When I finished recording a thumbnail appeared on the bottom right of the screen.

I swiped the thumbnail from left to right and then the recording was gone. I cannot find it to the default save location (desktop).

Where can I find the video? Please tell me the video is lost forever. There is no way that swiping the thumbnail to the right means "delete the video forever".

Thanks!