All Files lost while working in Premiere Pro

I was working in Premiere Pro and I went to click on an audio track, without warning, and the program did not crash. EVERY SINGLE file used for the video I was making disappeared, nowhere to be found! I closed the program without saving it in order to reopen it with all the files, did a reboot, etc. I opened up the same project, it was blank like a new project was waiting to be started. 
What happened, where did everything go, is it saved somewhere that I am not seeing?