Tough to tell exactly what happened or where the files are without a lot more info... However, it certainly sounds as if you inadvertently directed the capture to your boot drive, which is probably not fast enough to capture without dropping frames.
You can search the boot drive using Spotlight, filtering by file extension, date, etc., however, they most likely won't be useable due to dropped frames.
David Roth Weiss
David Weiss Productions
David is a Creative COW contributing editor and a forum host of the Apple Final Cut Pro forum.