turned off iCloud drive on my mac, and all my files gone

Hello, I need urgent help recovering lost files from my Mac. I recently turned off iCloud drive on my mac, and all my files disappeared. I didn't expect this happen because I thought the files were stored on my Mac, not just in iCloud.

I checked:

-iCloud.com "recently deleted", and "restore files" (but nothing is there)

-iCloud drive archive (but also it was empty)

-Time machine (but I don't have a backup)

-I turned iCloud drive back on, but it didn't work

Is there any way to recover them? I really need those files.