When I reopened the folder that contained the subfolder it was gone. I can find the files using search and photshop can find them. I created a new subfolder found the files in search and tried to copy them to the new subfolder. Closed windows explorer and the new sufolder was there, but no files.
Strangely I have never seen this one before.
Thanks for your help as always. You all have helped me greatly in the past.