Invisable File????

I have a levels folder, each level is labeled with the level number (ex: 1, 2, 3, 4, 5) the problem is whenever I make the level 1 named level one is says there already is one. The thing is there isnt I have looked everywhere project folders, and everything, the annoying part about it is that I just finished a level tried to make it level number one and it just deleted itself and is nowhere to be seen. Help???

go into the content browser, right click on your highest level folder, select “fix redirectories”

It does nothing I already checked everywhere the files are gone. I want to know why so I can prevent it in the future