Hi @Tim5C22
I'm sorry to hear that. I know this doesn't help now, but the Direct Import UI only shows thumbs for images. I'm sorry it wasn't apparent that videos were not also shown & imported. There's more info about this feature here: https://helpx.adobe.com/lightroom-cc/using/import-mobile-ios.html
I similarly suffered data loss once due to formatting. I was able to download a file recovery tool I ran from my computer, and it was able to recover files from a formatted card, about 90% of the files I wanted. The rest were not recoverable because I had subsequently written new files to the card. I urge you to try a file recovery tool and see what you can recover. Please note: if you low-level formatted your card (disabled the quick format option) on your device, this would write all 0's to your card, overwriting any files. Still, I would try a recovery tool, in hopes you can recover something. I'm hoping you did only the quick format option and can get some of your videos back.
Kind regards,
Charlie