Well, this is most curious. I found the file, one folder UP from where it was when I selected it. When I started the process, it was with its previous versions, in ~\Desktop\Text Converter. After I aborted the transfer, it was gone from that folder. My desktop is cluttered with works in progress when traveling, so I did not notice. However, once I removed the drive from the laptop and searched for deleted files, I noticed there was no entry for it, which I surmised was because it was moved instead of deleted. Bingo. A search of the drive found the instance in ~\Desktop, with the right date/time stamp.
Most curious behavior, but I was sitting right in front of both machines, so I know it was not from intervention by another actor.