Removing a USB device such as a phone is more likely to damage the data on that device than on the one it was connected to. It's odd that all you lost is data stored in AppData folders and nowhere else.
Run Windows Checkdisk utility to find and fix hard disk errors by pressing your Windows key and R together. In the Run box that appears, type
cmd
then hit the Enter key.
At the Command Propmt in the black form that shows up, type
chkdsk /r
and hit Enter. A five stage process will start and may take some time - hours, even. The /r switch you applied will tell it to try to fix any errors it finds.
See if that shows up any major problems.