If you can't locate the files; if you can't see any reference to the capture and especially if you can't see any content in this "new" folder, chances are you didn't actually capture anything?
Can you try this please:
#1 - Re-open the Capture session
#2 - GO >> Options >> Preferences >> Disk Management (tab) and confirm IF the new folder path is there AND that it is indicating the
Size and
Free space
Regards
Grazie