Hey @KH18, thanks for posting here today!
In regards to your missing folder, is it possible that it was a shared one, by any chance?
If I were you, I'd check my events page too. The Events page at www.dropbox.com/events gives you an overview of all activity in your account including files events (adds/edits/deletes), as well as adding or removing shared folders.
As for your second point, this doesn't seem to be a Dropbox icon. You can see all the Dropbox icons here.
The folder icon you're noticing there is not coming from us but maybe from OneDrive. Do you use it on your end?
In any case, you can see more about this, under this thread.
Keep me posted!