Why are captures auto deleted from an external drive on the Xbox Series X

I captured a 55 minute clip onto my external hard drive yesterday. After that I went off and when I powered my console back on today the clip was gone. I didn't delete it and I watched it yesterday so I know that it saved.

How is this possible. Do I now have to copy my clips whenever I want to shut down my Xbox or is there a setting that causes this?

:)