Hello and welcome to our forum!
Please allow me to start by saying that I understand how this situation is frustrating. However, I find it suspicious that you say BullGuard deleted your files, but never logged this. How do you know it was BullGuard if nothing was logged then? Details are missing.
Are you positive that all these files you say you downloaded are 100% clean and you did not mistakenly whitelist something that's suspicious? How did you make sure? Again, details are missing.
We cannot properly troubleshoot this issue via the forum. Please contact us via
support@bullguard.com to answer the two questions above, so we can start the troubleshooting procedure and find out what happened. Make sure you mention this forum post, so the support agents have a complete picture of your situation
Also, I advise against taking steps on your own at this point, as the more you fiddle with the PC, the less the chance to recover your files.
Rest assured we will assist you as much as possible, to try and get everything back and running for you.