Normaly when you transfer content to 06 you use CMP to do it for you and use file import content.
CMP does not remove the files from 04 but just copies them in, it leaves the original files in place.
So the only way you would lose them is if you tried to use cut and paste and manually move the files in yourself.
If you did do this none of the files would show up or work in 06
When you transfer content into 04 you need to go to the Cache folder and delete the world_cache_dispatcher Chump file and then launch 04.
Then 04 will reload in all your content and providing you moved all the files back in again you should then see your missing content.
Please note this will take longer than the normal start up because 04 is rebuilding the dispatcher chump file and loading in your content.
Default location is My computer local drive C program files Auran TRS2004 Cache.
So open the Auran folder open the 04 folder and open the Cache folder then remove the file, now close all open folders and relaunch 04