I suggest testing the USB stick with H2testw (link).
There are a lot of fake high capacity USB flash drives being sold, including on eBay and even Amazon. If you paid less than €60 for that USB stick, it could be a fake. This basically where a low capacity USB stick has a firmware hack to give the false impression that it has a much higher capacity.
When more than real capacity is used on a faked capacity USB stick, it starts overwriting existing data, resulting in files going corrupt or disappearing similar to what you are describing.