Watched screen recording but it's not saved to the desktop

I recently recorded a session with my dad. I stopped the recording after the session ended (with the setting set to save to Desktop), clicked the icon that appeared on the lower right corner to open the file, and played back a few minutes to make sure it worked. I then clicked Share to send it via AirDrop to my computer, which did not work; the status remained "cancelled" despite my efforts. I assumed I'd be able to access it through my phone by sending it through a third app, so I pressed cancel on the AirDrop pop-up window. The entire screen recording closed and (apparently) vanished forever after the action. I'm extremely frustrated because I can't seem to locate this video.