PT4 doesn't delete any files, so if new hands you play are no longer in the original hand history folders then they've probably been moved by PT4 (unless you use any other poker software which may have read and moved them). You can check where PT4 is configured to move files to by going to Configure > Sites & Import Options > Preferences.
If you can't see where they are then please enable logging (Configure > Options) and restart PT4. Play a few hands at a single table with 'Get Hands While Playing' and then close the table and stop the import. If the file isn't moved to the Processed folder as you expect then attach your PokerTracker4.log file from C:\Users\yourname\AppData\Local\PokerTracker 4\ (which you can access from the PT4 File menu) to a
Support Ticket so that we can see what is going on.
Tutorial: Reporting a problem