MySQL running fine while data files (disk) are not present. Data folder nowhere to be found
In Linux, the MySQL process will keep the files open until it's done with them, even if you delete the files. This can be viewed with lsof -p $(pidof mysqld)

I suspect this is true in Windows as well, as your question indicates. A quick Google indicated something about handler process keeping files open, but don't quote me!

Regardless, the bad news is you can't force MySQL to write it to disk. The data will be gone as soon as you either a) stop/start service or b) issue a FTWRL as is common in many backup strategies

The good news is you can still get the data back if you mysqldump it out.

My recommendation is:


mysqldump data
verify dump is good
restore into a different server to verify it worked
swap out datadir depending on your maintenance window requirements; eg: copying files will be faster than importing a mysqldump file on large datasets.