Missing folders Outlook’97

We are using Exchange 5.5 and Outlook’97.
I have a user whose folders he created and was using have disappeared.

I’ve checked through our Exchange server backup tapes and these folders are not on there either which leads me to believe they were located locally on his PC.

I’ve done a search and can’t find any .PST files on his C drive that may contain the folders.
He claims he didn’t delete them within Outlook but I’m wondering if he did by accident does it delete the .PST file with it?They weren’t in the Outlook deleted items or Windows recycle bin either.
Any clues anyone?