Hello,
there must be a problem with some URL files.
When I do a scan I can´t find all the files:
I tested to create one and delete it (with shift + del), and inmediately I did a scan searching only for *.url . The scan not found this file.
I'm trying to recover URL files.
Regards.
Try this . . 
When testing open Recuva, run a scan and keep Recuva open before doing your create file/delete file test. The scan again to see if you can find it. Doing it the other way round will quite likely destroy your test file when Recuva is opened. Or even better, install Recuva on your system partition and run your create/delete tests on a non-system partition.