Do you have iCloud Photo Library enabled in Photos on your Mac and Photos on your iPhone? Then you may have indeed deleted your photos every where.
The main purpose of iCloud Photo Library is to keep all your photos libraries in sync. All photos, all deletions, and all edits will transfer over the air from iCloud Photo LIbrary.
- If you import a photo on one device, it will automatically appear on all other devices.
- If you delete a photo from one device, it will be deleted from all devices.
- If you edit a photo on one device, the edits will update across all devices.
So don't use iCloud Photo Library, if you do not want to have the same photos on all your devices. WIth iCloud Photo Library enabed it is pointless to import from your iPhone via USB. The iPhone cannot have new photos, unless it has been offline while you were takng pictures. Any photos showing as new will be originals downloaded from iCloud to the iPhone, that are already on your Mac. And if you import them to the Mac as new, the photos will sync back to the iPhone via iCloud.
To recover the photos you deleted restore them from a Time Machine backup of your Mac. The Photos Library n your Mac will be part of your regular Time Machine backups. If you do not have a Time Machine backup, try photo recovery software.