Just to be clear, do you have any photos in the actual folder for each year? Or are all of the photos in the sub-folders for each year.
If all of the image files are in the sub-folders, are you only looking at the names of the folders in the Folders panel? If so, you may be in the flat view of the panel and therefore won't see the folder tree view containing your folders named by year.
Alternatively, if you are in the tree view of the Folders panel, if you click on a named year folder, you will not see the files in the sub-folder. This is as designed.
Thanks for your inputs. The download stopped with only about 1/2 of my 13,000 photos which appeared to be all from my subfloders. I checked the next day and the balance of my photos downloaded. I don't understand but at least the down load eventually work.