Hi friend, please check below step hope can help:
Try disabling caching for the folder which contains the "vanishing" files.
1. RDP to the file server
2. Navigate the root of the share
3. Right click on the folder
4. Select Properties
5. Then Sharing Tab
6. Click Advanced Sharing
7. Click the Caching button
8. Select "No files or programs from the shared folder are available offline".