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Did you save a backup with Git or Dropbox or something? Why does an update delete your data anyway..?

Windows updates don't delete any data.

Well sometimes, if you had a strange file format that somehow depends on deprecated OS features? But yeah you're right, in general updates on any modern operating system should be trusthworthy

That's also a possibility, and even if it did "delete" all the files they would be stored in a folder called "Windows.old" on the main HDD.