1. Use your layer to file to see where it points and the name of the file it points to.

Right Click on the Red Exclamation point in the layer file > Properties > Then use this information to narrow down your searches.

[![enter image description here][1]][1]

 2. Check your working directory and see if it is in there.
 3. If is is a shapefile it could (well should) not be in a .gdb, open the gdb folder in windows explorer then see if it has a .shp in it.
 4. Search your computer for .shp, .gdb, and .csv and check everyone with arccatalog. Be sure to turn on hidden files or folders.
 5. Do not run it again but set it all up and see where the default output points.
 6. Buy a beer and think about the importance of backups, restart the process.


  [1]: https://i.sstatic.net/z9UMv.png