Then there are 3 things I can think off.
1) You cannot view the files through the phone. Must use the computer.
2) The external microSD card could be corrupted, and in that case files can appear in Lost.dir folder.
3) You have one of the few phones that move to SD goes to the internal USB storage. Before I had a microSD, it went there. Now it goes to the microSD. And if I take the microSD out and try to move it, I get an error.