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the other thing you can check is the local sync directory for the cloud which is very-hidden by default, I suspect it won't help but worth checking, I don't think this folder is easily accessible from Finder but you can get there from command prompt.

 

~/Library/Mobile Documents/com~apple~CloudDocs

 

it may depend how you had the cloud setup - if you were using it for all your documents and it was optimizing for space locally then the files may have only been on the cloud but not locally on your machine.

 

you could also try posting for advice in the Apple support community regarding the files disappearing when you click on them on the old machine if there are other tricks or places to look.