Aside from this particular instance, does your computer ever act quirky? Does this only happen when you enter this one particular folder and never any other time?
Try entering the folder in safe mode (there are other posts here on TTF of how to enter safe mode if you don't know already) and then customize the view in explorer to show all files (hidden and system files too). Make sure you know every file that is in the downloads folder.
How did you determine that those 2 files are missing? What list of IE files did you compare to?
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