Dave uses Firefox and the favorites get lost from time to time. Leo says that can happen if he uses Firefox Syncing. There is a bookmark management tool within Firefox. Open the sidebar and select bookmarks (CTRL+B). He can then search for the bookmark he's looking for. It's very easy to hide a folder or bookmark by accident. CTRL+B can help him find them again. It could also be that he accidentally deleted them. Dave also uses Time Machine to save to his Western Digital Passport. But now it won't let him back up to it unless he formats the drive.
Steve has upgraded an older Toshiba Satellite to Windows 10, but he lost his favorites when he updated. Leo suspects that the favorites are still in Windows Explorer, but EDGE is the dominant browser in Windows 10 and probably didn't bring them over. But you can open Explorer using the Windows key and if they are there, you can export them into EDGE.