New PBE client and file loss

Not 100% sure that this was the cause, but here is what happened to me today:

My E: drive had ~300 gigs of stuff on it, mostly games - including the PBE. I downloaded the new client on PBE and when I opened it, there was a message saying there was an error. I hit update a few times, nothing happened, and restarted. It still errored, so I did that 2-3 more times and then it finally worked and let me log in. I played a few TFT games then logged out.

That is when I noticed that my E: drive was now entirely empty except for PBE related files, and folders I had made previously to store other games. But those folders were gone too. . . .

In short, I am looking for malware and other threats my system as another possible cause but the only thing I know I did different than any other day was add the brand new client. . . .

Anyone seen anything weird like this?