Files and folders in USB drive lost after connecting to Android phone!
All your data seem lost or corrupted. Improper removal of drives could cause data corruption, or in worse cases, put the integrity of your drive at risk.

We need to consider three different protocols your drive may use when connecting to your computer. Two of them don’t need to be ejected at all: MTP protocol and PTP protocol. 

But If your drive  connects using the
USB Mass Storage protocol then it should ideally be ejected, this applies even if you’re not actually using the device at the time.

The reason is because operating systems use a process called write caching . The operating system doesn’t always write a file to a drive immediately, but instead caches it and waits until it has multiple write operations to complete.
Doing these all at once improves performance, but if the cache is still full when you remove the drive, your data will become corrupted. Clicking the Eject button causes the cache to be emptied and any remaining data to be written to the drive.

That’s the reason why there’s often a delay of several seconds between ejecting the drive and being notified that it’s safe to remove it.

Your data can be recovered partially or in integrity using file recovery softwares. Try Recuva, Puran File Recovery, File Scavenger or get a complete non-exhaustive list from here.

Good luck.