I did double click to convert and now it's gone

[Wes6]

I recorded a session and then closed my computer - when i opened it later it had the 'double click to convert' on the files in the explorer folder.  I clicked on it and it was converting - and then I joined another zoom meeting and when I cam back - there was no file and the double click to convert files were gone from the folder.

Any ideas where it could have gone?