Files Copy but Data is not shown, and after a few seconds dissapears

[DarkDreamSan]

I have MyCloudHome 4TB, using the Windows Explorer and WD Discovery App, I was migrating some data (around 500GB) to MyCloudHome, the data transfer was performed using ethernet-to-ethernet connection, with firewall in between (Sophos XG135, I’m the system administrator).
After the copy was done, I saw that barely any files were present and even in individual folder if there are around 35 files, some have 3 files or some have 16, etc.
I tried to copy, 1 folder at a time (around 35GB), and still 1 or 2 files do not copy. (sometimes, i even tried multiple times, but files always went missing)
Frustrated, I tried copying 1 file at a time, and at one particular time when the copy was done, the file was there for 1 second and the file quickly disappeared.
tried rebooting, shut down restart after n hour, firmware upgrades, if or any, everything.
Can someone help as to why is this is happening?