The "Processed" folder is the right folder - as long as you hadn't moved or deleted any files from there yourself then everything that was auto imported into PT3 should be there.
If you had any HH files saved anywhere else and had done a manual import then those files wouldn't have been moved to "Processed" automatically.
Did you get any errors when you did the import? Are there any subfolders? If so, did you import from directory with the include subfolders option enabled?
If the hand history files aren't there, then no version of PT3 will be able to import them and you will need to request the missing histories from your site.
For future reference, you might want to make regular Backups
of your database(s) and settings, as you would for any other important documents.