First of all iCloud is not a backup service or option for macOS. iCloud will backup an iPhone as well as syncing files with other devices. For macOS, iCloud is only a file syncing service. A file syncing service is never a backup option.
People should always have frequent and regular backups of their computer and all external media (including the cloud). The more important the data, then the more backup copies you should have. It is also a good idea to have two different backup methods just in case one of the methods doesn't work as intended, then the other backup method will hopefully not have an issue at the same time.
There are a lot more new ways to permanently lose access to the data stored on the internal SSD of the recent Macs due to all of the hardware, software, and security changes.
With SSD storage it is nearly impossible to recover any files once the Trash or Recycle Bin has been emptied. There are also ways the system can immediately delete data without using the Trash Can or Recycle Bin. The only time data recovery software can recover data from an SSD is when the file system is corrupt so the data was never marked for deletion. So it is no surprise to me that Disk Drill was unable to find your missing files.
You can also try running Disk Utility First Aid as described in the following Apple article:
How to repair a Mac storage device with Disk Utility - Apple Support
If you have the same data suddenly disappearing from the internal drives of two different computers at the same time.....it suggests those devices were syncing that data to the cloud. You delete the data from one device and the data is removed from the cloud and all other connected devices. That is the simplest explanation for at least the simultaneous disappearance of the same data from two different devices.
Some cloud file syncing services may allow you to recover items within 30 days. Apple is very aggressive with enabling all iCloud syncing options when signing into your AppleID especially for the first time on a device. So if a folder was syncing to iCloud on one device it may have enabled it on the other device. This happened to me when setting up a new Mac.
If you know the name of the folder or one of the files, then you can use the Finder to search for it....just make sure it is searching "This Mac" is selected since it may default the search to the folder you are currently viewing in the Finder. It is possible the file/folder accidentally got moved to another location. This happens to me a lot if Touch to Click is enabled. If the Finder search doesn't locate the items, then try using the third party app Find Any File which has been recommended by several respected high level forum contributors as it can do a much better job than the Finder/Spotlight search feature (I've never personally used this app).
Or maybe you are using some third party software that is causing problems.
