Half of my iMovie videos disappeared, can I retrieve them?
I'm not sure how you filmed yourself doing the painting, maybe with an iPhone?  If so that's where I'd look.  Maybe you mean a digital painting and you were doing a screencast?  It's important to describe which hardware/software you used as it will determine the location of the files.  iMovie, I believe, you could have only used for editing.

As an aside, I can recommend using the Procreate iPad app for recording artwork, the feature is built in, you don't have to do anything to record as it happens automatically, and the resulting screencasts are very high quality and with good timing.