Hello, according to your description, here are the fixes:
(1)Recover the missing files with professional tools. You are suggested to recover the deleted files but not in Mac Trash with iBoysoft Data Recovery for Mac even if they are permanently deleted from Mac Trash.
- Free download, install, and open it.
- Choose the drive where you stored and delete the files then click Search for Lost Data.
- After scanning, preview and find your wanted files then click Recover to save them to another place.
(2)Check Setting in Finder. Open Finder > Settings > Advanced > Tick Show Warning before emptying the Trash and untick Remove items from the Trash after 30 days.
(3)Restart your Mac.
(4)Change file permission.
(5)Reinstall your macOS.
Hope you can reget the warning message and find the deleted files at last.
Also read: Deleted Files Not in Trash Mac, Why & How to Recover?