I want to confirm the exact same issue as Robert Ziko has reported.
On 03-10 I read there was an update out ran the following updates from Settings > Update & Security > Windows Update:
Feature update to Windows 10, version 1809
Definition Update KB2267602 (Definition 1.27.599.0)
Definition Update KB2267602 (Definition 1.27.595.0)
Definition Update KB2267602 (Definition 1.27.571.0)
Windows Specifications:
Edition Windows 10 Pro
Verson 1809
Installed on 03-10-2018
OS build 17763.1
This is a fairly recent Windows 10 Pro install, not an upgrade for a previous version of Windows. The eventlog was purged after the install of 1809 (some workplaces would call this a security incident).
The C:\Users\kay_h\Documents folder was empty
The C:\Windows.old\Users\kay_h\Documents was removed or didn't exist before
The C:\Windows.old\Users\kay_h\ profile was nearly empty basically only contained some C:\Windows.old\Users\kay_h\AppData\Local data. It does have a NTUSER.DAT with the timestamp of the upgrade tot 1809.
I did try to get the some files back with undelete tooling, without success. I was specifically interested in some VMs but they where very large (>100GB) and the drive had <40GB free. Interestingly there were no deleted files with the time stamp of the update,
possibly the data wasn't deleted but misplaced, moved or lost by some other process then deleting.
Totally unfounded & wild speculation: The C:\Windows.old\ folder was used as a placeholder dir in the update process and someone forgot to prepare or made a type-0 in C:\Windows.old\Users%username%\Documents folder as a target for file movement. ;)